1 Introduction

From paper Binary Q1 or (Alternate link) and also Binary Q1 (Extention) or (Alternate link). Both papers test the accuracy of various statistical models and gain a high ROI per annum. However, as stated in the paper there has a concern which is don’t know highest or lowest price came first, therefore the paper compared all possible outcomes. Finally the Hi-Lo and Lo-Hi models made highest returns. The research on this paper will be applicable to the real-life.

In order to test the timeline of daily highest and lowest price when I am writing Real Time Trading System (Trial), here I created this file to read the tick-data-history to test the ROI (Return On Investment) per annum. Kindly refer to section Reference for further information.

2 Data

2.1 Read Data

I use more than 3 years data (from week 1 2015 until week 27 2018)¹ for the question as experiment, 1st year data is burn-in data for statistical modelling and prediction purpose while following 2 years data for forecasting and staking. There have 52 trading weeks within a year.

There will be a certain spread charged by operators but the OHLC dataset does not provide the information for the course of the exchange rate. The tick-data history will be similar with rebirth model in soccer betting for normal FOREX trading market. The financial betting market similar with pre-match soccer betting.

I gathered the 3 datasets from below websites:

1st Dataset - quantmod::getSymbols(src = 'yahoo'): which contains OHLCV data price (timezone in GMT). The place orders function required highest or lowest price come first, therefore I gathered the data via FXCMTickData.
2nd Dataset - FXCMTickData : which contain the timeline of highest and lowest price within a day (timezone in UTC). The daily dataset used for forecast daily price.
3rd Dataset - TFX::queryFX(): which shows the current price. The place orders function required data history, therefore I gathered the data via FXCMTickData.

There will probably occurs inconsistancy of data price among 3 datasets, however there will be cost few years time to gather all real time price via TFX::queryFX(). Otherwise all data gather via 1 channel (queryFX()) will be perfect. However, you can feel free to read futher in this paper where verified the consistancy of datasets.

The will be another research project for Real Time High Frequency Trading where collect the real-time data and also high-frquency trading for tick-data. You are feel free to browse over Real Time FXCM.

Below is the dataset gather via getSymbols(src = 'yahoo').

## read saved dataset.
mbase <- readRDS('./data/USDJPY/USDJPY.rds')

## [1] "mbase : [911 x 6]"

Table Summary
Category	Freq
Index	Min. :2015-01-05
Index	1st Qu.:2015-11-19
Index	Median :2016-10-03
Index	Mean :2016-10-03
Index	3rd Qu.:2017-08-18
Index	Max. :2018-07-05
USDJPY.Open	Min. : 99.89
USDJPY.Open	1st Qu.:109.33
USDJPY.Open	Median :112.59
USDJPY.Open	Mean :113.21
USDJPY.Open	3rd Qu.:118.97
USDJPY.Open	Max. :125.60
USDJPY.High	Min. :100.4
USDJPY.High	1st Qu.:109.6
USDJPY.High	Median :112.9
USDJPY.High	Mean :113.6
USDJPY.High	3rd Qu.:119.4
USDJPY.High	Max. :125.8
USDJPY.Low	Min. : 99.57
USDJPY.Low	1st Qu.:108.90
USDJPY.Low	Median :112.15
USDJPY.Low	Mean :112.79
USDJPY.Low	3rd Qu.:118.67
USDJPY.Low	Max. :124.97
USDJPY.Close	Min. : 99.91
USDJPY.Close	1st Qu.:109.32
USDJPY.Close	Median :112.58
USDJPY.Close	Mean :113.21
USDJPY.Close	3rd Qu.:118.97
USDJPY.Close	Max. :125.63
USDJPY.Volume	Min. :0
USDJPY.Volume	1st Qu.:0
USDJPY.Volume	Median :0
USDJPY.Volume	Mean :0
USDJPY.Volume	3rd Qu.:0
USDJPY.Volume	Max. :0
USDJPY.Adjusted	Min. : 99.91
USDJPY.Adjusted	1st Qu.:109.32
USDJPY.Adjusted	Median :112.58
USDJPY.Adjusted	Mean :113.21
USDJPY.Adjusted	3rd Qu.:118.97
USDJPY.Adjusted	Max. :125.63

Table 2.1.1 : 1st dataset - summary of daily price dataset.

2.2 Tidy Data

For 2nd dataset, here I gather the tick data via FXCMTickData, there are more than million rows dataset (million rows per file while there are 52 files over 52 weeks) while I tidy and filter only highest and lowest bid/ask price. From the table below we can know the timeline which is weather highest or lowest price came first.

## read tick data.
HL_tick_data <- read_HL_tick_data()
dtID <- unique(HL_tick_data$Date)

## arrange the sequence of highest and lowest price.
HL_tick_data %<>% tbl_df %>% mutate(sq = rep(1:4, length(dtID)))

## Print dataset
HL_tick_data

## # A tibble: 4,228 x 5
##    Date       DateTime              Bid   Ask    sq
##    <date>     <dttm>              <dbl> <dbl> <int>
##  1 2014-12-28 2014-12-28 22:00:00  120.   NA      1
##  2 2014-12-28 2014-12-28 22:36:35   NA   120.     2
##  3 2014-12-28 2014-12-28 22:52:18   NA   120.     3
##  4 2014-12-28 2014-12-28 23:42:36  120.   NA      4
##  5 2014-12-29 2014-12-29 05:10:03   NA   120.     1
##  6 2014-12-29 2014-12-29 05:10:04  120.   NA      2
##  7 2014-12-29 2014-12-29 19:18:16   NA   121.     3
##  8 2014-12-29 2014-12-29 19:36:59  121.   NA      4
##  9 2014-12-30 2014-12-30 00:02:23   NA   121.     1
## 10 2014-12-30 2014-12-30 00:29:35  121.   NA      2
## # ... with 4,218 more rows

Table 2.2.1 : 2nd dataset - daily high-low price tick-data.

For 3rd dataset, due to there is a real-time data, the Real Time Trading System (Trial) web application only stored the real-time bid/ask transaction price but not collect all tick-data in seconds. However, you are feel free to gather from DataCollection.

3 Statistical Modelling

3.1 Forecast Daily Hi-Lo Price

I tried to apply Lasso, Elastic Net and Ridge models to test the accuracy of prediction via shinyApp.

\[\begin{equation} \sigma^2_{t} = \omega + \sum_{i=1}^{\rho}(\alpha_{i} + \gamma_{i} I_{t-i}) \varepsilon_{t-i}^{2} + \sum_{j=1}^{q}\beta_{j}\sigma^{2}_{t-j}\ \cdots\ Equation\ 3.1.1 \end{equation}\]

Here I directly apply GJR-GARCH² model due to I had compared few statistical models and got the best fitted model. Kindly refer to Binary Q1 for the paper.

Auto Arima models (Adjusted and use the optimal AR and MA parameters)
Exponential Time Series (27 ETS models)
Univariate Garch models (GARCH, T-GARCH, GJR-GARCH, eGARCH, etc altogather 12 models.)
Exponential Weighted Moving Average
~~Monte Carlo Markov Chain~~
~~Bayesian Time Series~~
~~Midas~~

Here I wrote another extention page for Q1 which is analyse the multiple currencies and also models from minutes to daily. You are feel free to browse over Binary Q1 (Extention). The paper compare and get the optimal predictive model based on the various number of observations.

3.2 ARMA Order

Here I read my saved dataset where forecast 1 trading day advanced for daily Hi-Lo price. Kindly refer to Real Time Trading System (Trial) for more information.

##      LatestDate.GMT Lst.Open Lst.High Lst.Low Lst.Close ForecastDate.GMT
##   1:     2016-01-04  120.317  120.448 118.720   120.311              T+1
##   2:     2016-01-05  119.474  119.680 118.801   119.467              T+1
##   3:     2016-01-06  119.100  119.150 118.260   119.102              T+1
##   4:     2016-01-07  118.609  118.753 117.364   118.610              T+1
##   5:     2016-01-08  117.530  118.710 117.512   117.540              T+1
##  ---                                                                    
## 647:     2018-06-28  110.442  110.871 110.388   110.486              T+1
## 648:     2018-07-01  110.745  111.053 110.606   110.710              T+1
## 649:     2018-07-02  110.887  111.126 110.510   110.871              T+1
## 650:     2018-07-03  110.400  110.546 110.282   110.408              T+1
## 651:     2018-07-04  110.497  110.703 110.295   110.502              T+1
##      Fct.Open Fct.High  Fct.Low Fct.Close
##   1: 120.4105 120.2905 119.2893  120.3278
##   2: 119.4793 120.1193 119.2821  119.4786
##   3: 119.0646 119.7417 119.2809  119.0649
##   4: 118.6654 119.4668 119.2840  118.7410
##   5: 117.5048 119.6253 119.2871  117.5493
##  ---                                     
## 647: 110.4233 110.9678 109.8558  110.4686
## 648: 110.8265 111.0962 110.5146  110.7449
## 649: 110.7930 110.9810 110.4011  110.7755
## 650: 110.4582 110.4743 110.0168  110.4741
## 651: 110.5188 110.7678 110.3163  110.5095

Table 3.2.1 : Forecast high-low daily price.

pred.data %>% dplyr::filter(LatestDate.GMT == '2017-01-12') %>% 
  kable(caption = 'Data Error') %>% 
  kable_styling(bootstrap_options = c('striped', 'hover', 'condensed', 'responsive')) %>%
  scroll_box(width = '100%')

Data Error
LatestDate.GMT	Lst.Open	Lst.High	Lst.Low	Lst.Close	ForecastDate.GMT	Fct.Open	Fct.High	Fct.Low	Fct.Close
2017-01-12	115.055	115.219	113.76	NA	T+1	115.1867	110.5123	113.6786	NA

Table 3.2.2 : Forecast daily price missing close price.

~~Due to the day 2017-01-12 unable forecast the closed price.³, here I omit the transaction on that day.~~

Below I combine the daily price dataset with forecast Hi-Lo price.

## filter data.
pred.data %<>% dplyr::filter(LatestDate.GMT != '2017-01-12')

## Copied dataset.
mbase <- data.frame(Date = index(mbase), mbase) %>% tbl_df
pred.data %<>% tbl_df

## Add `Date` column as forecasted Date.
pred.data$Date <- lead(pred.data$LatestDate.GMT)
pred.data$Date[length(pred.data$Date)] <- data.table::last(pred.data$LatestDate.GMT) + days(1)

pred.data %<>% select(Date, Fct.Open, Fct.High, Fct.Low, Fct.Close) %>% data.table

## Merge dataset.
pred <- merge(tbl_df(mbase), pred.data, by = 'Date') %>% 
  tbl_df %>% select(-USDJPY.Volume, -USDJPY.Adjusted)
rm(pred.data)

## Print dataset.
pred %>% data.table

##            Date USDJPY.Open USDJPY.High USDJPY.Low USDJPY.Close Fct.Open
##   1: 2016-01-05     119.474     119.680    118.801      119.467 120.4105
##   2: 2016-01-06     119.100     119.150    118.260      119.102 119.4793
##   3: 2016-01-07     118.609     118.753    117.364      118.610 119.0646
##   4: 2016-01-08     117.530     118.710    117.512      117.540 118.6654
##   5: 2016-01-11     117.073     117.992    117.009      117.080 117.5048
##  ---                                                                    
## 646: 2018-07-01     110.745     111.053    110.606      110.710 110.4233
## 647: 2018-07-02     110.887     111.126    110.510      110.871 110.8265
## 648: 2018-07-03     110.400     110.546    110.282      110.408 110.7930
## 649: 2018-07-04     110.497     110.703    110.295      110.502 110.4582
## 650: 2018-07-05     110.555     110.778    110.384      110.579 110.5188
##      Fct.High  Fct.Low Fct.Close
##   1: 120.2905 119.2893  120.3278
##   2: 120.1193 119.2821  119.4786
##   3: 119.7417 119.2809  119.0649
##   4: 119.4668 119.2840  118.7410
##   5: 119.6253 119.2871  117.5493
##  ---                            
## 646: 110.9678 109.8558  110.4686
## 647: 111.0962 110.5146  110.7449
## 648: 110.9810 110.4011  110.7755
## 649: 110.4743 110.0168  110.4741
## 650: 110.7678 110.3163  110.5095

Table 3.2.3 : Tidy dataset for forecast high-low daily price.

Below I test if the dataset scrapped from quantmod::getSymbols(src = 'yahoo') equal to FXCMTickData. Unfortunately the data gathered is not tally each other.

mb.dateID <- unique(mbase$Date)
td.dateID <- unique(HL_tick_data$Date)

## Check the start and end date
data.frame(MB = range(mb.dateID), 
           TD = range(td.dateID)) %>% 
  kable(caption = 'Data Range') %>% 
  kable_styling(bootstrap_options = c('striped', 'hover', 'condensed', 'responsive'), full_width = FALSE, position = 'float_left') %>%
  footnote(general = 'Date range of 1st and 2nd dataset.',
           general_title = 'Table 3.2.4 : ', footnote_as_chunk = TRUE)

Data Range
MB	TD
2015-01-05	2014-12-28
2018-07-05	2018-07-06
Table 3.2.4 : Date range of 1st and 2nd dataset.

Table 3.2.4 shows the date range for both MB (mbase dataset) and TD (tick-data).

Below shows all dates NOT in each dataset. Unfortunately the inconsistancy of dataset gathered from getSymbols(src = 'yahoo') will caused whole predictive models bias, it will affect the staking amount and evetually effect the ROI. The dataset used to working fine few years ago. There will be another research which gather only dataset from operator to solve the issue.

## Check if dateID not in another dataset.
mb.dateID[!mb.dateID %in% td.dateID]

##  [1] "2015-12-25" "2016-01-01" "2016-02-03" "2016-02-04" "2016-02-05"
##  [6] "2016-02-19" "2016-04-20" "2016-04-21" "2016-05-04" "2016-05-05"
## [11] "2016-11-17" "2016-11-18" "2016-12-26" "2017-01-02" "2017-04-17"
## [16] "2017-04-18" "2017-04-19" "2017-04-20" "2017-04-26" "2017-04-27"
## [21] "2017-05-16" "2017-05-17" "2017-05-18" "2017-05-23" "2017-05-24"
## [26] "2017-05-25" "2017-06-29" "2017-08-08" "2017-08-09" "2017-08-10"
## [31] "2017-12-25"

td.dateID[!td.dateID %in% mb.dateID]

##   [1] "2014-12-28" "2014-12-29" "2014-12-30" "2014-12-31" "2015-01-02"
##   [6] "2015-01-04" "2015-01-11" "2015-01-18" "2015-01-25" "2015-02-01"
##  [11] "2015-02-08" "2015-02-15" "2015-02-22" "2015-03-01" "2015-03-08"
##  [16] "2015-03-15" "2015-03-22" "2015-04-03" "2015-04-10" "2015-04-17"
##  [21] "2015-04-24" "2015-05-01" "2015-05-08" "2015-05-15" "2015-05-22"
##  [26] "2015-05-29" "2015-06-05" "2015-06-12" "2015-06-19" "2015-06-26"
##  [31] "2015-07-03" "2015-07-10" "2015-07-17" "2015-07-24" "2015-07-31"
##  [36] "2015-08-07" "2015-08-14" "2015-08-21" "2015-08-28" "2015-09-04"
##  [41] "2015-09-11" "2015-09-21" "2015-09-25" "2015-10-02" "2015-10-09"
##  [46] "2015-10-16" "2015-10-23" "2015-10-25" "2015-11-01" "2015-11-08"
##  [51] "2015-11-15" "2015-11-22" "2015-11-29" "2015-12-06" "2015-12-13"
##  [56] "2015-12-20" "2015-12-27" "2016-01-03" "2016-01-10" "2016-01-17"
##  [61] "2016-01-24" "2016-01-31" "2016-02-07" "2016-02-14" "2016-02-21"
##  [66] "2016-02-28" "2016-03-06" "2016-03-13" "2016-03-20" "2016-04-01"
##  [71] "2016-04-08" "2016-04-29" "2016-05-13" "2016-05-20" "2016-05-27"
##  [76] "2016-06-03" "2016-06-17" "2016-06-24" "2016-07-01" "2016-07-08"
##  [81] "2016-07-15" "2016-07-22" "2016-07-29" "2016-08-05" "2016-08-12"
##  [86] "2016-08-19" "2016-08-26" "2016-09-02" "2016-09-09" "2016-09-16"
##  [91] "2016-09-23" "2016-09-30" "2016-10-07" "2016-10-14" "2016-10-21"
##  [96] "2016-10-28" "2016-10-30" "2016-11-06" "2016-11-13" "2016-11-20"
## [101] "2016-11-27" "2016-12-04" "2016-12-11" "2016-12-18" "2017-01-08"
## [106] "2017-01-15" "2017-01-22" "2017-01-29" "2017-02-05" "2017-02-12"
## [111] "2017-02-19" "2017-02-26" "2017-03-05" "2017-03-12" "2017-03-19"
## [116] "2017-03-31" "2017-04-07" "2017-04-14" "2017-05-05" "2017-05-12"
## [121] "2017-06-02" "2017-06-09" "2017-06-16" "2017-06-23" "2017-07-07"
## [126] "2017-07-10" "2017-07-14" "2017-07-21" "2017-07-28" "2017-08-04"
## [131] "2017-08-18" "2017-08-25" "2017-09-01" "2017-09-08" "2017-09-15"
## [136] "2017-09-22" "2017-09-29" "2017-10-06" "2017-10-13" "2017-10-20"
## [141] "2017-10-27" "2017-10-29" "2017-11-05" "2017-11-12" "2017-11-16"
## [146] "2017-11-17" "2017-11-19" "2017-11-26" "2017-12-03" "2017-12-10"
## [151] "2017-12-17" "2018-01-07" "2018-01-14" "2018-01-21" "2018-01-28"
## [156] "2018-02-04" "2018-02-11" "2018-02-18" "2018-02-25" "2018-03-04"
## [161] "2018-03-11" "2018-03-18" "2018-03-30" "2018-04-06" "2018-04-13"
## [166] "2018-04-20" "2018-04-27" "2018-05-04" "2018-05-11" "2018-05-18"
## [171] "2018-05-25" "2018-06-01" "2018-06-08" "2018-06-15" "2018-06-22"
## [176] "2018-06-29" "2018-07-06"

Graph 3.2.1A : Forecast daily highest price vs real daily highest price.

Graph 3.2.1B : Forecast daily highest price vs real daily lowest price.

Graph 3.2.1A and Graph 3.2.1B above compare the real price and forecast price. Following section will be compare the MSE (Mean Squared Error).

3.3 Mean Squared Error

## Mean Squared Error : Comparison of accuracy.
## https://cran.r-project.org/web/packages/kableExtra/vignettes/awesome_table_in_html.html
data.frame(
  Category = c('High = ', 'Low = ', 'Close = '), 
  MSE = c(mean((pred$Fct.High - pred$USDJPY.High)^2), 
          mean((pred$Fct.Low - pred$USDJPY.Low)^2), 
          mean((pred$Fct.Close - pred$USDJPY.Close)^2))) %>% 
  kable(caption = 'Mean Squared Error') %>% 
  kable_styling(bootstrap_options = c('striped', 'hover', 'condensed', 'responsive'), full_width = FALSE, position = 'float_right') %>%
  footnote(general = 'Date range of 1st and 2nd dataset.',
           general_title = 'Table 3.3.1 : ', footnote_as_chunk = TRUE)

Mean Squared Error
Category	MSE
High =	7.747397e+00
Low =	2.978715e+00
Close =	5.109613e+45
Table 3.3.1 : Date range of 1st and 2nd dataset.

\[\begin{equation} \frac{1}{n}\sum_{t=1}^{n}e_t^2\ \cdots\ Equation\ 3.3.1 \end{equation}\]

Table 3.3.1 : Mean Squared Error high-low daily price. at the right-hand-side shows the accuracy of the predictive model. You can also refer to previous studies where compare the accuracy of predicted Open, High, Low and Close price.

4 Betting Strategy

4.1 Kelly Criterion

\[\begin{equation} f = \frac{Edge}{Odds} = \frac{p^∗ x−(1−p^∗)}{x} \ \cdots Equation\ 4.1.1 \end{equation}\]

The section 1 inside Application of Kelly Criterion model in Sportsbook Investment shows the ROI for betting on sportsbook, where section 2 will be started during spared time after FOREX market.

For the betting strategy, here I need to do correction from Binary Q1 as stated in section Introduction. Below I tidy the dataset to match the bid/ask price for close a transaction.

As we know from previous paper, the closing price will be settled price (closed transaction) if the forecast price has no occured within a day (from 12:00:01 AM until next day 12:00:00 AM, due to system calculate the price spend a minute, therefore the opening price will not in count.). There will be 2 limit orders (but and sell) placed after 12:00:00AM. Once one among the order limit stand (opened transaction), another limit order will be automatically turned to be closed transaction request. Therefore there will only transaction within a trading day unless no any order limit placed stand.

## Here I combine real-time dataset with the daily dataset.
pred <- merge(HL_tick_data, pred,  by = 'Date') %>% 
  tbl_df %>% 
  arrange(DateTime)

## Tidy dataset.
pred %<>% group_by(Date) %>% 
    dplyr::filter(Bid == min(Bid, na.rm = TRUE)|Ask == max(Ask, na.rm = TRUE)) %>% 
    dplyr::select(DateTime, Date, USDJPY.High, USDJPY.Low, USDJPY.Close, sq, Bid, Ask, Fct.High, Fct.Low, Fct.Close) %>% 
    rename(High = USDJPY.High, Low = USDJPY.Low, Close = USDJPY.Close) %>% tbl_df

pred %<>% mutate(
        Fct.High = round(Fct.High, 3), 
        Fct.Low = round(Fct.Low, 3), 
        Sell = ifelse(Fct.High <= High & Fct.High >= Low, 1, 0), 
        Buy = ifelse(Fct.Low >= Low & Fct.Low <= High, 1, 0))
    
## follow the seq to determine the buy or sell limit order stand within a day. Then the other side will be automatically switch to close transaction limit order but not placed another limit order.
pred <- ldply(split(pred, pred$Date), function(x) {
    x %<>% mutate(Trans = ifelse(!is.na(Bid), 'sell', 'buy'), 
                  Trans = ifelse(Sell == 1, 'sell', 
                          ifelse(Buy == 1, 'buy', 0)))
  
  if(x[1,]$Trans == 'sell'|x[1,]$Trans == 'buy') { #if open transaction.
    x[nrow(x),]$Trans <- 'close'                   #  then close transaction.
  }
  x
  }) %>% tbl_df

pred$.id <- NULL

Topic 2.1.4 Staking Model in paper Binary Q1 states that the financial market unable to know the payout rate in advanced, therefore use the forecasted pice based on statistical models. I use the amount calculated by Kelly Criterion as the stakes (possible loss or terms as stop-loss in financial market), variance of forecasted Hi/Lo and also Closed price. However it doesn’t make sense in financial market.

Hedge Fund Market Wizards has a good discussion on this in Ed Thorp’s chapter.

Kelly Criterion has highest long-term growth rate, but gives you higher drawdowns and risk of ruin.

In gambling you know your theoretical odds, but in trading your win rate is only an estimate.

If you estimate your win rate incorrectly, the profits you’d miss out on by underestimating are less than the losses you’d incur by being overconfident.

If there’s large uncertainty about your win rate (e.g. trend following systems) Kelly may be inappropriate.

“Suppose you have 1MM and your max allowable drawdown is 200K - then from the Kelly perspective you don’t have 1MM, you have 200K in capital.”

If you bet .5 K.C. you get .75 of the returns with .5 of the volatility - half Kelly is better psychologically.

Source : Kelly Criterion in Forex primordia • Jul 22, 2017, 7:07 PM

EXAMPLE Let’s look at a trading example.

Say, you have a EURUSD trading strategy that wins approximately 70% of the time. The StopLoss in your strategy is 40 pips and the TakeProfit is 20 pips (spread accounted for).

This means that your B and P parameters are as follows:

B = 20 pips / 40 pips = 0.5 P = 70% = 0.7 Let’s input these values into Kelly’s formula and see what we get:

K = ( PxB – (1–P) ) / B K = ( 0.7 x 0.5 – (1–0.7) ) / 0.5 = 0.1

This means that the optimal risk for this trading strategy that will maximize your profits in the long term is 10%.

If you want to be a bit more conservative, then go with the Half-Kelly of 5%.

Whatever you do, don’t invest more than 10% per trade – it’s pointless.

If you invest more than 20% then you will turn this great strategy into one that will ruin your account.

That’s how you apply the Kelly Criterion in practice.

Source : ForexBoat:Kelly Criterion ⁴

4.2 Staking Strategy

Chapter 20 Against the Odds: The Mathematics of Gambling ⁵ elaborates the odds price, edge, Kelly Criterion staking model, portfolio, Entropy and also day trading.

\[\begin{eqnarray} g_t(f) &=& \frac{1}{t} \ln \left( \frac{B_t}{B_0} \right) \\ &=& \frac{1}{t} \ln \left( \prod_{i=1}^t [1+r +f(Z_t -r)\varepsilon] \right) \\ &=& \frac{1}{t} \sum_{i=1}^t \ln \left( [1+r +f(Z_t -r)\varepsilon] \right) \end{eqnarray} \ \cdots Equation\ 4.2.1 \]

By applying the law of central limit theorem for large data, here we get:

\[\begin{equation} g(f) = \lim_{t \rightarrow \infty} g_t(f) = E[\ln(1+r + f (Z-r)\varepsilon)] \ \cdots Equation\ 4.2.2 \end{equation}\]

and \(\varepsilon_{i}\) is a weight function where applied statistical models to forecast the price. I used some models and eventually concludes the GJR-GARCH model generated highest ROI. The weight function doesn’t same with different currencies since it using substraction among 2 forecast prices but not in ratio⁶. You might look at the Kelly adjusted model 5 and 6 in section Return of Investment.

\[\begin{equation} \varepsilon = h(x)_{1} - v \ \cdots Equation\ 4.2.3 \end{equation}\]

\(v\) is a switch function to determine the settled price.

\[\begin{equation} v \left\{\begin{matrix} h(x)_{2} & if(Lo <= h(x)_{2} <= Hi) & \\ Cl & otherwise \end{matrix}\right. \ \cdots Equation\ 4.2.4 \end{equation}\]

where \(Hi\), \(Lo\) and \(Cl\) are the daily highest, lowest and closed price.

Binary Q1 applied a more sophisticated model as stated above to compares all possible outcomes of predicted price and ROI. Due to the financial betting only allows player place bets and awaiting for the settlement (unless placed another bet at other predicted price), there will be no any limit order and close transaction request (similar with FOREX trading market can place more than 1 limit order to lock the profit).

The staking model in previous papers (includes Binary Q1 (Extention)) have only MISTAKE which is wrote for real FOREX trading market but not financial betting since I only think of spread betting but forgot the normal betting :

Forecast highest price to sell and forecast lowest price to buy to maximise the profit : I wrote 2nd forecast price as settled price if it was between the daily Hi-Lo range (otherwise daily closed price will be settled price). There will be only applicable to FOREX trading market but NOT financial betting market.
However it will be more easily since the settled price will be only daily closed price.

The paper Binary Q1 compares all outcome :

Hi-Cl + Lo-Cl generate highest ROI in financial betting market.⁷
Hi-Lo or Lo-Hi will be best betting strategy for noarmal FOREX market.

Return on Investment
.id	StartDate	LatestDate	InitFund	LatestFund	Profit	RR
fundAutoArimaHICL	2015-01-02	2017-01-20	1000	1401.694	401.6938	140.17%
fundAutoArimaLOCL	2015-01-02	2017-01-20	1000	1499.818	499.8177	149.98%
Combine	2015-01-02	2017-01-20	2000	2901.512	901.5115	145.08%

Table 4.2.1 : betting strategy for financial betting.

No               .id  StartDate LatestDate InitFund  LatesFund    Profit        RR
07 fundAutoArimaHILO 2015-01-02 2017-01-20     1000   1637.251 637.25113 163.7251%
10 fundAutoArimaLOHI 2015-01-02 2017-01-20     1000   1716.985 716.98492 171.6985%

Table 4.2.2 : betting strategy for normal FOREX market.

Kindly refer to 2.1.5 Return of Investment in binary Q1 for full table.

4.3 Optimal Edge

I don’t pretend to know the optimal edge for staking. Here I need to compare above models with normal Kelly model.

I used to use ~~Edge1 = ifelse(fB1 > 0, B1, ifelse(fS1 > 0, S1, 0))~~ to measure the edge for staking while it might be wrong due to I put the edge for selling as secondary edge for Buy as well. Here I use Edge1a = ifelse(fB1 > 0, B1, 0) and Edge1b = ifelse(fS1 > 0, S1, 0) to seperates the edge for Buy and Sell. It means that the buy action will be primary and sell action will be secondary where the edge for both buy and sell will stand. Therefore most of the observation will overcame probabilities 0.5.

## http://srdas.github.io/MLBook/Gambling.html#simulation-of-the-betting-strategy
pred %>% 
    tbl_df %>% 
    select(-DateTime) %>% 
    mutate(
        Fct.High = round(Fct.High, 3), 
        Fct.Low = round(Fct.Low, 3), 
        Sell = ifelse(Fct.High <= High & Fct.High >= Low, 1, 0), 
        Buy = ifelse(Fct.Low >= Low & Fct.Low <= High, 1, 0))

## # A tibble: 1,242 x 13
##    Date        High   Low Close    sq   Bid   Ask Fct.High Fct.Low
##    <date>     <dbl> <dbl> <dbl> <int> <dbl> <dbl>    <dbl>   <dbl>
##  1 2016-01-05  120.  119.  119.     2   NA   120.     120.    119.
##  2 2016-01-05  120.  119.  119.     3  119.   NA      120.    119.
##  3 2016-01-06  119.  118.  119.     1   NA   119.     120.    119.
##  4 2016-01-06  119.  118.  119.     4  118.   NA      120.    119.
##  5 2016-01-07  119.  117.  119.     1   NA   119.     120.    119.
##  6 2016-01-07  119.  117.  119.     3  117.   NA      120.    119.
##  7 2016-01-08  119.  118.  118.     1   NA   119.     119.    119.
##  8 2016-01-08  119.  118.  118.     4  117.   NA      119.    119.
##  9 2016-01-11  118.  117.  117.     1  117.   NA      120.    119.
## 10 2016-01-11  118.  117.  117.     3   NA   118.     120.    119.
## # ... with 1,232 more rows, and 4 more variables: Fct.Close <dbl>,
## #   Sell <dbl>, Buy <dbl>, Trans <chr>

Table 4.3.1 : Buy-Long and Sell-Short table.

4.4 Application of Kelly Criterion to Normal FOREX Market

Previous paper using the forecast HiLo price and forecast closing price as settlement, the stakes will be the edge for pnorm(Hi, mean(Lo), sd(Lo)) and vice verse. It will be \(\frac{\sigma_{Hi}}{\sigma_{Lo}}\) or \(\frac{\sigma_{Lo}}{\sigma_{Hi}}\) but missing the difference of pips between buy/sell price and closed price.

In this paper will count the difference of pips and also leverage ratio. The risk management on leverage will be counted into the staking model.

4.5 Application of Kelly Criterion to Financial Betting Market

Previous paper use Kelly model to placed a certain amount and awaiting for settlement. The forecast closed price will be the settled price if it was within the range of HiLo in the day. There is not workable due to traders not allowed to placed an close transaction limit order in financial betting market.

Due to there has no dataset for financial betting, therefore I do not have the payout rate or odds price for ~~minutely, hourly and~~ daily betting. The sample dataset and research might refer to Application of Kelly Criterion model in Sportsbook Investment where collected AH (Asian-Handicap) and OU (Over-Under) odds price of couple of bookmakers and placed bets⁸.

I tune a bit in this paper which is set the forecast closed price cannot be settled price. There will be another research which is collect odds price from operators to test the ROI.

5 Return of Investment

5.1 Normal FOREX Market

sim_staking(pred) %>% 
  dplyr::select(Date, Edge1a, Edge1b, Edge2a, Edge2b, Buy, Sell, Trans, BR, Profit, Bal) %>% 
  kable(caption = 'ROI for Normal FOREX Market') %>% 
  kable_styling(bootstrap_options = c('striped', 'hover', 'condensed', 'responsive')) %>%
  scroll_box(width = '100%', height = '400px')

ROI for Normal FOREX Market
Date	Edge1a	Edge1b	Edge2a	Edge2b	Buy	Sell	Trans	BR	Profit	Bal
2016-01-05	0.000000	9.728813	9.844852	0.000000	1	0	buy	10000.00	0.000000	10000.00
2016-01-05	0.000000	9.728813	9.844852	0.000000	0	0	close	10000.00	0.000000	10000.00
2016-01-06	0.000000	9.728381	9.839840	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-06	0.000000	9.728381	9.839840	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-07	0.000000	9.728319	9.827605	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-07	0.000000	9.728319	9.827605	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-08	0.000000	9.728504	9.817595	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-08	0.000000	9.728504	9.817595	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-11	0.000000	9.728689	9.823462	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-11	0.000000	9.728689	9.823462	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-12	0.000000	9.729490	9.799335	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-12	0.000000	9.729490	9.799335	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-13	0.000000	9.729305	9.817824	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-13	0.000000	9.729305	9.817824	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-14	0.000000	9.729367	9.772787	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-14	0.000000	9.729367	9.772787	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-15	0.000000	9.729059	9.840563	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-15	0.000000	9.729059	9.840563	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-18	0.000000	9.729059	9.764760	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-18	0.000000	9.729059	9.764760	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-19	0.000000	9.729182	9.840743	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-19	0.000000	9.729182	9.840743	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-20	0.000000	9.728998	9.840533	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-20	0.000000	9.728998	9.840533	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-21	0.000000	9.729121	9.718500	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-21	0.000000	9.729121	9.718500	0.000000	0	0	0	10000.00	0.000000	10000.00
2016-01-22	0.000000	9.729182	9.726261	0.000000	0	1	sell	10000.00	9.729182	10009.73
2016-01-22	0.000000	9.730155	9.727234	0.000000	0	0	close	10009.73	0.000000	10019.46
2016-01-25	0.000000	9.730216	9.841835	0.000000	0	0	0	10009.73	0.000000	10019.46
2016-01-25	0.000000	9.730216	9.841835	0.000000	0	0	0	10009.73	0.000000	10019.46
2016-01-26	0.000000	9.730401	9.842103	0.000000	0	0	0	10009.73	0.000000	10019.46
2016-01-26	0.000000	9.730401	9.842103	0.000000	0	0	0	10009.73	0.000000	10019.46
2016-01-27	0.000000	9.730093	9.841805	0.000000	0	0	0	10009.73	0.000000	10019.46
2016-01-27	0.000000	9.730093	9.841805	0.000000	0	0	0	10009.73	0.000000	10019.46
2016-01-28	0.000000	9.730032	9.841805	0.000000	0	0	0	10009.73	0.000000	10019.46
2016-01-28	0.000000	9.730032	9.841805	0.000000	0	0	0	10009.73	0.000000	10019.46
2016-01-29	0.000000	9.729909	9.841655	0.000000	0	1	sell	10009.73	9.729909	10029.19
2016-01-29	0.000000	9.730880	9.842627	0.000000	0	0	close	10019.46	0.000000	10038.92
2016-02-01	0.000000	9.730695	9.880106	0.000000	0	0	0	10019.46	0.000000	10038.92
2016-02-01	0.000000	9.730695	9.880106	0.000000	0	0	0	10019.46	0.000000	10038.92
2016-02-02	0.000000	9.736066	9.845277	0.000000	0	1	sell	10019.46	9.736066	10048.65
2016-02-02	0.000000	9.737037	9.846248	0.000000	0	0	close	10029.19	0.000000	10058.39
2016-02-08	0.000000	9.736674	9.715177	0.000000	0	1	sell	10029.19	9.736674	10068.12
2016-02-08	0.000000	9.737644	9.716147	0.000000	0	0	close	10038.93	0.000000	10077.86
2016-02-09	0.000000	9.737705	9.727731	0.000000	0	0	0	10038.93	0.000000	10077.86
2016-02-09	0.000000	9.737705	9.727731	0.000000	0	0	0	10038.93	0.000000	10077.86
2016-02-10	0.000000	9.737462	9.737824	0.000000	0	0	0	10038.93	0.000000	10077.86
2016-02-10	0.000000	9.737462	9.737824	0.000000	0	0	0	10038.93	0.000000	10077.86
2016-02-11	0.000000	9.737644	9.777807	0.000000	0	0	0	10038.93	0.000000	10077.86
2016-02-11	0.000000	9.737644	9.777807	0.000000	0	0	0	10038.93	0.000000	10077.86
2016-02-12	0.000000	9.737584	9.374698	0.000000	0	0	0	10038.93	0.000000	10077.86
2016-02-12	0.000000	9.737584	9.374698	0.000000	0	0	0	10038.93	0.000000	10077.86
2016-02-15	0.000000	9.737946	9.366467	0.000000	0	0	0	10038.93	0.000000	10077.86
2016-02-15	0.000000	9.737946	9.366467	0.000000	0	0	0	10038.93	0.000000	10077.86
2016-02-16	0.000000	9.265773	9.482651	0.000000	0	1	sell	10038.93	9.265773	10087.12
2016-02-16	0.000000	9.266695	9.483573	0.000000	0	0	close	10048.19	0.000000	10096.39
2016-02-17	0.000000	9.303020	9.512279	0.000000	1	0	buy	10048.19	0.000000	10096.39
2016-02-17	0.000000	9.303020	9.512279	0.000000	0	0	close	10048.19	0.000000	10096.39
2016-02-18	0.000000	9.286210	9.479781	0.000000	1	0	buy	10048.19	0.000000	10096.39
2016-02-18	0.000000	9.286210	9.479781	0.000000	0	0	close	10048.19	0.000000	10096.39
2016-02-22	0.000000	9.234414	9.350604	0.000000	0	1	sell	10048.19	9.234414	10105.62
2016-02-22	0.000000	9.235332	9.351522	0.000000	0	0	close	10057.42	0.000000	10114.85
2016-02-23	0.000000	9.252165	9.406382	0.000000	0	0	0	10057.42	0.000000	10114.85
2016-02-23	0.000000	9.252165	9.406382	0.000000	0	0	0	10057.42	0.000000	10114.85
2016-02-24	0.000000	9.218725	9.344098	0.000000	1	0	buy	10057.42	0.000000	10114.85
2016-02-24	0.000000	9.218725	9.344098	0.000000	0	0	close	10057.42	0.000000	10114.85
2016-02-25	9.217436	0.000000	9.301212	0.000000	0	1	sell	10057.42	0.000000	10114.85
2016-02-25	9.217436	0.000000	9.301212	0.000000	0	0	close	10057.42	0.000000	10114.85
2016-02-26	0.000000	9.742074	9.385055	0.000000	0	1	sell	10057.42	9.742074	10124.59
2016-02-26	0.000000	9.743041	9.386023	0.000000	0	0	close	10067.15	0.000000	10134.33
2016-02-29	0.000000	9.245098	9.741430	0.000000	1	0	buy	10067.15	0.000000	10134.33
2016-02-29	0.000000	9.245098	9.741430	0.000000	0	0	close	10067.15	0.000000	10134.33
2016-03-01	0.000000	9.251566	9.433710	0.000000	1	0	buy	10067.15	0.000000	10134.33
2016-03-01	0.000000	9.251566	9.433710	0.000000	0	0	close	10067.15	0.000000	10134.33
2016-03-02	0.000000	9.224955	9.425763	0.000000	0	1	sell	10067.15	9.224955	10143.55
2016-03-02	0.000000	9.225870	9.426678	0.000000	0	0	close	10076.37	0.000000	10152.77
2016-03-03	0.000000	9.311055	9.757930	0.000000	1	0	buy	10076.37	0.000000	10152.77
2016-03-03	0.000000	9.311055	9.757930	0.000000	0	0	close	10076.37	0.000000	10152.77
2016-03-04	0.000000	9.744794	9.728116	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-04	0.000000	9.744794	9.728116	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-07	0.000000	9.257370	9.454229	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-07	0.000000	9.257370	9.454229	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-08	0.000000	9.293078	9.715665	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-08	0.000000	9.293078	9.715665	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-09	0.000000	9.744316	9.721656	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-09	0.000000	9.744316	9.721656	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-10	0.000000	9.243149	9.699706	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-10	0.000000	9.243149	9.699706	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-11	0.000000	9.273929	9.774086	0.000000	1	0	buy	10076.37	0.000000	10152.77
2016-03-11	0.000000	9.273929	9.774086	0.000000	0	0	close	10076.37	0.000000	10152.77
2016-03-14	0.000000	9.236185	9.692962	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-14	0.000000	9.236185	9.692962	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-15	0.000000	9.304498	9.814977	0.000000	1	0	buy	10076.37	0.000000	10152.77
2016-03-15	0.000000	9.304498	9.814977	0.000000	0	0	close	10076.37	0.000000	10152.77
2016-03-16	0.000000	9.743417	9.761304	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-16	0.000000	9.743417	9.761304	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-17	0.000000	9.743357	9.801428	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-17	0.000000	9.743357	9.801428	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-18	9.231141	0.000000	9.725783	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-18	9.231141	0.000000	9.725783	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-21	9.221818	0.000000	9.262221	0.000000	0	1	sell	10076.37	0.000000	10152.77
2016-03-21	9.221818	0.000000	9.262221	0.000000	0	0	close	10076.37	0.000000	10152.77
2016-03-22	0.000000	9.218407	9.742591	0.000000	1	0	buy	10076.37	0.000000	10152.77
2016-03-22	0.000000	9.218407	9.742591	0.000000	0	0	close	10076.37	0.000000	10152.77
2016-03-23	9.218550	0.000000	9.676072	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-23	9.218550	0.000000	9.676072	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-24	0.000000	9.230746	9.774992	0.000000	1	0	buy	10076.37	0.000000	10152.77
2016-03-24	0.000000	9.230746	9.774992	0.000000	0	0	close	10076.37	0.000000	10152.77
2016-03-25	0.000000	9.228104	9.754915	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-25	0.000000	9.228104	9.754915	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-27	0.000000	9.253687	9.784337	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-27	0.000000	9.253687	9.784337	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-28	0.000000	9.271585	9.779981	0.000000	1	0	buy	10076.37	0.000000	10152.77
2016-03-28	0.000000	9.271585	9.779981	0.000000	0	0	close	10076.37	0.000000	10152.77
2016-03-29	0.000000	9.257748	9.786601	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-29	0.000000	9.257748	9.786601	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-03-30	0.000000	9.227908	9.728503	0.000000	1	0	buy	10076.37	0.000000	10152.77
2016-03-30	0.000000	9.227908	9.728503	0.000000	0	0	close	10076.37	0.000000	10152.77
2016-03-31	0.000000	9.228807	9.775524	0.000000	1	0	buy	10076.37	0.000000	10152.77
2016-03-31	0.000000	9.228807	9.775524	0.000000	0	0	close	10076.37	0.000000	10152.77
2016-04-03	0.000000	9.221908	9.729597	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-04-03	0.000000	9.221908	9.729597	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-04-04	9.218026	0.000000	9.732092	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-04-04	9.218026	0.000000	9.732092	0.000000	0	0	0	10076.37	0.000000	10152.77
2016-04-05	9.248819	0.000000	9.708190	0.000000	1	0	buy	10076.37	9.248819	10162.02
2016-04-05	9.249736	0.000000	9.709106	0.000000	0	0	close	10085.61	0.000000	10171.26
2016-04-06	9.263031	0.000000	9.695237	0.000000	1	0	buy	10085.61	9.263031	10180.52
2016-04-06	9.263949	0.000000	9.696155	0.000000	0	0	close	10094.87	0.000000	10189.78
2016-04-07	9.389351	0.000000	9.645031	0.000000	0	0	0	10094.87	0.000000	10189.78
2016-04-07	9.389351	0.000000	9.645031	0.000000	0	0	0	10094.87	0.000000	10189.78
2016-04-10	9.342152	0.000000	9.645985	0.000000	0	0	0	10094.87	0.000000	10189.78
2016-04-10	9.342152	0.000000	9.645985	0.000000	0	0	0	10094.87	0.000000	10189.78
2016-04-11	9.392002	0.000000	0.000000	9.256861	0	1	sell	10094.87	0.000000	10189.78
2016-04-11	9.392002	0.000000	0.000000	9.256861	0	0	close	10094.87	0.000000	10189.78
2016-04-12	9.368950	0.000000	0.000000	9.246466	0	1	sell	10094.87	0.000000	10189.78
2016-04-12	9.368950	0.000000	0.000000	9.246466	0	0	close	10094.87	0.000000	10189.78
2016-04-13	9.321882	0.000000	9.657162	0.000000	0	0	0	10094.87	0.000000	10189.78
2016-04-13	9.321882	0.000000	9.657162	0.000000	0	0	0	10094.87	0.000000	10189.78
2016-04-14	9.317560	0.000000	9.666959	0.000000	1	0	buy	10094.87	9.317560	10199.10
2016-04-14	9.318482	0.000000	9.667881	0.000000	0	0	close	10104.18	0.000000	10208.40
2016-04-17	9.303085	0.000000	9.672593	0.000000	0	0	0	10104.18	0.000000	10208.40
2016-04-17	9.303085	0.000000	9.672593	0.000000	0	0	0	10104.18	0.000000	10208.40
2016-04-18	9.393089	0.000000	9.623483	0.000000	0	0	0	10104.18	0.000000	10208.40
2016-04-18	9.393089	0.000000	9.623483	0.000000	0	0	0	10104.18	0.000000	10208.40
2016-04-19	9.321611	0.000000	9.702954	0.000000	0	0	0	10104.18	0.000000	10208.40
2016-04-19	9.321611	0.000000	9.702954	0.000000	0	0	0	10104.18	0.000000	10208.40
2016-04-24	9.300514	0.000000	9.750265	0.000000	0	0	0	10104.18	0.000000	10208.40
2016-04-24	9.300514	0.000000	9.750265	0.000000	0	0	0	10104.18	0.000000	10208.40
2016-04-25	9.232031	0.000000	9.714023	0.000000	0	0	0	10104.18	0.000000	10208.40
2016-04-25	9.232031	0.000000	9.714023	0.000000	0	0	0	10104.18	0.000000	10208.40
2016-04-26	9.225395	0.000000	9.736625	0.000000	0	0	0	10104.18	0.000000	10208.40
2016-04-26	9.225395	0.000000	9.736625	0.000000	0	0	0	10104.18	0.000000	10208.40
2016-04-27	9.221494	0.000000	9.722493	0.000000	1	0	buy	10104.18	9.221494	10217.63
2016-04-27	9.222405	0.000000	9.723404	0.000000	0	0	close	10113.39	0.000000	10226.84
2016-04-28	9.375110	0.000000	9.759746	0.000000	1	0	buy	10113.39	9.375110	10236.21
2016-04-28	9.376036	0.000000	9.760671	0.000000	0	0	close	10122.75	0.000000	10245.58
2016-05-01	9.422553	0.000000	9.479593	0.000000	0	0	0	10122.75	0.000000	10245.58
2016-05-01	9.422553	0.000000	9.479593	0.000000	0	0	0	10122.75	0.000000	10245.58
2016-05-02	9.551030	0.000000	9.641946	0.000000	1	0	buy	10122.75	9.551030	10255.13
2016-05-02	9.551972	0.000000	9.642888	0.000000	0	0	close	10132.29	0.000000	10264.67
2016-05-03	9.539526	0.000000	9.478191	0.000000	0	0	0	10132.29	0.000000	10264.67
2016-05-03	9.539526	0.000000	9.478191	0.000000	0	0	0	10132.29	0.000000	10264.67
2016-05-08	9.495278	0.000000	9.654830	0.000000	0	0	0	10132.29	0.000000	10264.67
2016-05-08	9.495278	0.000000	9.654830	0.000000	0	0	0	10132.29	0.000000	10264.67
2016-05-09	9.369072	0.000000	9.631195	0.000000	0	0	0	10132.29	0.000000	10264.67
2016-05-09	9.369072	0.000000	9.631195	0.000000	0	0	0	10132.29	0.000000	10264.67
2016-05-10	9.355260	0.000000	9.694393	0.000000	0	0	0	10132.29	0.000000	10264.67
2016-05-10	9.355260	0.000000	9.694393	0.000000	0	0	0	10132.29	0.000000	10264.67
2016-05-11	9.343834	0.000000	9.639014	0.000000	1	0	buy	10132.29	9.343834	10274.01
2016-05-11	9.344755	0.000000	9.639935	0.000000	0	0	close	10141.62	0.000000	10283.34
2016-05-12	9.349329	0.000000	9.696253	0.000000	0	0	0	10141.62	0.000000	10283.34
2016-05-12	9.349329	0.000000	9.696253	0.000000	0	0	0	10141.62	0.000000	10283.34
2016-05-15	9.356335	0.000000	9.655987	0.000000	0	0	0	10141.62	0.000000	10283.34
2016-05-15	9.356335	0.000000	9.655987	0.000000	0	0	0	10141.62	0.000000	10283.34
2016-05-16	9.351979	0.000000	9.661471	0.000000	0	0	0	10141.62	0.000000	10283.34
2016-05-16	9.351979	0.000000	9.661471	0.000000	0	0	0	10141.62	0.000000	10283.34
2016-05-17	9.299233	0.000000	9.696181	0.000000	1	0	buy	10141.62	9.299233	10292.64
2016-05-17	9.300148	0.000000	9.697096	0.000000	0	0	close	10150.91	0.000000	10301.92
2016-05-18	9.325039	0.000000	9.679320	0.000000	0	0	0	10150.91	0.000000	10301.92
2016-05-18	9.325039	0.000000	9.679320	0.000000	0	0	0	10150.91	0.000000	10301.92
2016-05-19	9.270480	0.000000	9.730013	0.000000	0	0	0	10150.91	0.000000	10301.92
2016-05-19	9.270480	0.000000	9.730013	0.000000	0	0	0	10150.91	0.000000	10301.92
2016-05-22	9.248722	0.000000	9.701405	0.000000	0	0	0	10150.91	0.000000	10301.92
2016-05-22	9.248722	0.000000	9.701405	0.000000	0	0	0	10150.91	0.000000	10301.92
2016-05-23	9.289942	0.000000	9.691570	0.000000	1	0	buy	10150.91	9.289942	10311.21
2016-05-23	9.290855	0.000000	9.692484	0.000000	0	0	close	10160.18	0.000000	10320.49
2016-05-24	9.310431	0.000000	9.698154	0.000000	0	0	0	10160.18	0.000000	10320.49
2016-05-24	9.310431	0.000000	9.698154	0.000000	0	0	0	10160.18	0.000000	10320.49
2016-05-25	9.274493	0.000000	9.716679	0.000000	1	0	buy	10160.18	9.274493	10329.76
2016-05-25	9.275404	0.000000	9.717589	0.000000	0	0	close	10169.44	0.000000	10339.02
2016-05-26	9.281547	0.000000	9.680767	0.000000	1	0	buy	10169.44	9.281547	10348.30
2016-05-26	9.282458	0.000000	9.681678	0.000000	0	0	close	10178.70	0.000000	10357.57
2016-05-29	9.271626	0.000000	9.701416	0.000000	0	0	0	10178.70	0.000000	10357.57
2016-05-29	9.271626	0.000000	9.701416	0.000000	0	0	0	10178.70	0.000000	10357.57
2016-05-30	9.236355	0.000000	9.764084	0.000000	0	0	0	10178.70	0.000000	10357.57
2016-05-30	9.236355	0.000000	9.764084	0.000000	0	0	0	10178.70	0.000000	10357.57
2016-05-31	9.237677	0.000000	9.707269	0.000000	1	0	buy	10178.70	9.237677	10366.81
2016-05-31	9.238583	0.000000	9.708175	0.000000	0	0	close	10187.92	0.000000	10376.03
2016-06-01	9.318108	0.000000	9.729418	0.000000	1	0	buy	10187.92	9.318108	10385.34
2016-06-01	9.319020	0.000000	9.730330	0.000000	0	0	close	10197.22	0.000000	10394.64
2016-06-02	9.347624	0.000000	9.623178	0.000000	1	0	buy	10197.22	9.347624	10403.99
2016-06-02	9.348539	0.000000	9.624092	0.000000	0	0	close	10206.55	0.000000	10413.32
2016-06-05	9.535901	0.000000	9.695938	0.000000	0	0	0	10206.55	0.000000	10413.32
2016-06-05	9.535901	0.000000	9.695938	0.000000	0	0	0	10206.55	0.000000	10413.32
2016-06-06	9.506220	0.000000	0.000000	9.326571	0	1	sell	10206.55	0.000000	10413.32
2016-06-06	9.506220	0.000000	0.000000	9.326571	0	0	close	10206.55	0.000000	10413.32
2016-06-07	9.428912	0.000000	0.000000	9.297178	0	0	0	10206.55	0.000000	10413.32
2016-06-07	9.428912	0.000000	0.000000	9.297178	0	0	0	10206.55	0.000000	10413.32
2016-06-08	9.508794	0.000000	0.000000	9.338056	1	0	buy	10206.55	9.508794	10422.83
2016-06-08	9.509723	0.000000	0.000000	9.338985	0	0	close	10216.04	0.000000	10432.32
2016-06-09	9.523826	0.000000	0.000000	9.369213	0	1	sell	10216.04	0.000000	10432.32
2016-06-09	9.523826	0.000000	0.000000	9.369213	0	0	close	10216.04	0.000000	10432.32
2016-06-12	9.522231	0.000000	0.000000	9.341986	1	0	buy	10216.04	9.522231	10441.84
2016-06-12	9.523160	0.000000	0.000000	9.342915	0	0	close	10225.54	0.000000	10451.34
2016-06-13	9.582298	0.000000	0.000000	9.389384	1	0	buy	10225.54	9.582298	10460.92
2016-06-13	9.583232	0.000000	0.000000	9.390319	0	0	close	10235.10	0.000000	10470.48
2016-06-14	9.596326	0.000000	0.000000	9.419138	0	1	sell	10235.10	0.000000	10470.48
2016-06-14	9.596326	0.000000	0.000000	9.419138	0	0	close	10235.10	0.000000	10470.48
2016-06-15	9.606062	0.000000	0.000000	9.411779	1	0	buy	10235.10	9.606062	10480.09
2016-06-15	9.606998	0.000000	0.000000	9.412714	0	0	close	10244.68	0.000000	10489.67
2016-06-16	9.763749	0.000000	0.000000	9.470243	0	0	0	10244.68	0.000000	10489.67
2016-06-16	9.763749	0.000000	0.000000	9.470243	0	0	0	10244.68	0.000000	10489.67
2016-06-19	9.717272	0.000000	0.000000	9.573702	0	1	sell	10244.68	0.000000	10489.67
2016-06-19	9.717272	0.000000	0.000000	9.573702	0	0	close	10244.68	0.000000	10489.67
2016-06-20	9.715129	0.000000	0.000000	9.549596	1	0	buy	10244.68	9.715129	10499.39
2016-06-20	9.716074	0.000000	0.000000	9.550542	0	0	close	10254.37	0.000000	10509.08
2016-06-21	9.751406	0.000000	0.000000	9.558851	0	1	sell	10254.37	0.000000	10509.08
2016-06-21	9.751406	0.000000	0.000000	9.558851	0	0	close	10254.37	0.000000	10509.08
2016-06-22	9.688369	0.000000	0.000000	9.556621	0	1	sell	10254.37	0.000000	10509.08
2016-06-22	9.688369	0.000000	0.000000	9.556621	0	0	close	10254.37	0.000000	10509.08
2016-06-23	9.736157	0.000000	0.000000	9.445761	1	0	buy	10254.37	9.736157	10518.81
2016-06-23	9.737103	0.000000	0.000000	9.446707	0	0	close	10264.09	0.000000	10528.52
2016-06-26	9.899437	0.000000	0.000000	9.491551	0	0	0	10264.09	0.000000	10528.52
2016-06-26	9.899437	0.000000	0.000000	9.491551	0	0	0	10264.09	0.000000	10528.52
2016-06-27	9.856671	0.000000	9.290509	0.000000	0	0	0	10264.09	0.000000	10528.52
2016-06-27	9.856671	0.000000	9.290509	0.000000	0	0	0	10264.09	0.000000	10528.52
2016-06-28	9.860586	0.000000	9.413429	0.000000	0	0	0	10264.09	0.000000	10528.52
2016-06-28	9.860586	0.000000	9.413429	0.000000	0	0	0	10264.09	0.000000	10528.52
2016-06-29	9.812080	0.000000	9.308013	0.000000	1	0	buy	10264.09	9.812080	10538.34
2016-06-29	9.813033	0.000000	9.308966	0.000000	0	0	close	10273.87	0.000000	10548.12
2016-06-30	9.794082	0.000000	9.405509	0.000000	1	0	buy	10273.87	9.794082	10557.92
2016-06-30	9.795032	0.000000	9.406459	0.000000	0	0	close	10283.64	0.000000	10567.68
2016-07-03	9.852647	0.000000	9.332506	0.000000	0	0	0	10283.64	0.000000	10567.68
2016-07-03	9.852647	0.000000	9.332506	0.000000	0	0	0	10283.64	0.000000	10567.68
2016-07-04	9.816881	0.000000	9.364565	0.000000	1	0	buy	10283.64	9.816881	10577.50
2016-07-04	9.817832	0.000000	9.365517	0.000000	0	0	close	10293.43	0.000000	10587.29
2016-07-05	9.870487	0.000000	9.325544	0.000000	1	0	buy	10293.43	9.870487	10597.16
2016-07-05	9.871443	0.000000	9.326499	0.000000	0	0	close	10303.27	0.000000	10607.00
2016-07-06	9.895051	0.000000	9.292132	0.000000	0	0	0	10303.27	0.000000	10607.00
2016-07-06	9.895051	0.000000	9.292132	0.000000	0	0	0	10303.27	0.000000	10607.00
2016-07-07	9.886774	0.000000	0.000000	9.824191	0	1	sell	10303.27	0.000000	10607.00
2016-07-07	9.886774	0.000000	0.000000	9.824191	0	0	close	10303.27	0.000000	10607.00
2016-07-10	9.899487	0.000000	0.000000	9.829204	0	1	sell	10303.27	0.000000	10607.00
2016-07-10	9.899487	0.000000	0.000000	9.829204	0	0	close	10303.27	0.000000	10607.00
2016-07-11	9.881821	0.000000	0.000000	9.725185	0	1	sell	10303.27	0.000000	10607.00
2016-07-11	9.881821	0.000000	0.000000	9.725185	0	0	close	10303.27	0.000000	10607.00
2016-07-12	9.819988	0.000000	0.000000	9.543364	0	0	0	10303.27	0.000000	10607.00
2016-07-12	9.819988	0.000000	0.000000	9.543364	0	0	0	10303.27	0.000000	10607.00
2016-07-13	9.736169	0.000000	0.000000	9.562716	0	1	sell	10303.27	0.000000	10607.00
2016-07-13	9.736169	0.000000	0.000000	9.562716	0	0	close	10303.27	0.000000	10607.00
2016-07-14	9.730479	0.000000	0.000000	9.459805	0	1	sell	10303.27	0.000000	10607.00
2016-07-14	9.730479	0.000000	0.000000	9.459805	0	0	close	10303.27	0.000000	10607.00
2016-07-17	9.670904	0.000000	0.000000	9.457410	0	1	sell	10303.27	0.000000	10607.00
2016-07-17	9.670904	0.000000	0.000000	9.457410	0	0	close	10303.27	0.000000	10607.00
2016-07-18	9.665531	0.000000	0.000000	9.440950	0	1	sell	10303.27	0.000000	10607.00
2016-07-18	9.665531	0.000000	0.000000	9.440950	0	0	close	10303.27	0.000000	10607.00
2016-07-19	9.614888	0.000000	0.000000	9.407094	0	1	sell	10303.27	0.000000	10607.00
2016-07-19	9.614888	0.000000	0.000000	9.407094	0	0	close	10303.27	0.000000	10607.00
2016-07-20	9.587545	0.000000	0.000000	9.384501	0	1	sell	10303.27	0.000000	10607.00
2016-07-20	9.587545	0.000000	0.000000	9.384501	0	0	close	10303.27	0.000000	10607.00
2016-07-21	9.650396	0.000000	0.000000	9.327429	0	0	0	10303.27	0.000000	10607.00
2016-07-21	9.650396	0.000000	0.000000	9.327429	0	0	0	10303.27	0.000000	10607.00
2016-07-24	9.616734	0.000000	0.000000	9.417225	0	1	sell	10303.27	0.000000	10607.00
2016-07-24	9.616734	0.000000	0.000000	9.417225	0	0	close	10303.27	0.000000	10607.00
2016-07-25	9.592450	0.000000	0.000000	9.386677	0	0	0	10303.27	0.000000	10607.00
2016-07-25	9.592450	0.000000	0.000000	9.386677	0	0	0	10303.27	0.000000	10607.00
2016-07-26	9.741175	0.000000	0.000000	9.512602	0	1	sell	10303.27	0.000000	10607.00
2016-07-26	9.741175	0.000000	0.000000	9.512602	0	0	close	10303.27	0.000000	10607.00
2016-07-27	9.673610	0.000000	0.000000	9.406592	1	0	buy	10303.27	9.673610	10616.68
2016-07-27	9.674545	0.000000	0.000000	9.407528	0	0	close	10312.91	0.000000	10626.32
2016-07-28	9.713495	0.000000	0.000000	9.565880	0	1	sell	10312.91	0.000000	10626.32
2016-07-28	9.713495	0.000000	0.000000	9.565880	0	0	close	10312.91	0.000000	10626.32
2016-07-31	9.833992	0.000000	0.000000	9.552740	0	0	0	10312.91	0.000000	10626.32
2016-07-31	9.833992	0.000000	0.000000	9.552740	0	0	0	10312.91	0.000000	10626.32
2016-08-01	9.831488	0.000000	0.000000	9.771963	0	1	sell	10312.91	0.000000	10626.32
2016-08-01	9.831488	0.000000	0.000000	9.771963	0	0	close	10312.91	0.000000	10626.32
2016-08-02	9.893408	0.000000	0.000000	9.717299	0	0	0	10312.91	0.000000	10626.32
2016-08-02	9.893408	0.000000	0.000000	9.717299	0	0	0	10312.91	0.000000	10626.32
2016-08-03	9.875403	0.000000	0.000000	9.799671	0	1	sell	10312.91	0.000000	10626.32
2016-08-03	9.875403	0.000000	0.000000	9.799671	0	0	close	10312.91	0.000000	10626.32
2016-08-04	9.873073	0.000000	0.000000	9.793396	0	1	sell	10312.91	0.000000	10626.32
2016-08-04	9.873073	0.000000	0.000000	9.793396	0	0	close	10312.91	0.000000	10626.32
2016-08-07	9.880192	0.000000	0.000000	9.772381	0	1	sell	10312.91	0.000000	10626.32
2016-08-07	9.880192	0.000000	0.000000	9.772381	0	0	close	10312.91	0.000000	10626.32
2016-08-08	9.842106	0.000000	0.000000	9.734256	1	0	buy	10312.91	9.842106	10636.16
2016-08-08	9.843057	0.000000	0.000000	9.735207	0	0	close	10322.72	0.000000	10645.97
2016-08-09	9.856826	0.000000	0.000000	9.742618	1	0	buy	10322.72	9.856826	10655.83
2016-08-09	9.857777	0.000000	0.000000	9.743570	0	0	close	10332.55	0.000000	10665.65
2016-08-10	9.878800	0.000000	0.000000	9.780711	0	0	0	10332.55	0.000000	10665.65
2016-08-10	9.878800	0.000000	0.000000	9.780711	0	0	0	10332.55	0.000000	10665.65
2016-08-11	9.874368	0.000000	0.000000	9.810041	0	1	sell	10332.55	0.000000	10665.65
2016-08-11	9.874368	0.000000	0.000000	9.810041	0	0	close	10332.55	0.000000	10665.65
2016-08-14	9.887631	0.000000	0.000000	9.759661	0	0	0	10332.55	0.000000	10665.65
2016-08-14	9.887631	0.000000	0.000000	9.759661	0	0	0	10332.55	0.000000	10665.65
2016-08-15	9.879265	0.000000	0.000000	9.817017	0	1	sell	10332.55	0.000000	10665.65
2016-08-15	9.879265	0.000000	0.000000	9.817017	0	0	close	10332.55	0.000000	10665.65
2016-08-16	9.908006	0.000000	0.000000	9.823761	0	1	sell	10332.55	0.000000	10665.65
2016-08-16	9.908006	0.000000	0.000000	9.823761	0	0	close	10332.55	0.000000	10665.65
2016-08-17	9.902182	0.000000	0.000000	9.829512	1	0	buy	10332.55	9.902182	10675.56
2016-08-17	9.903137	0.000000	0.000000	9.830466	0	0	close	10342.42	0.000000	10685.43
2016-08-18	9.911210	0.000000	0.000000	9.862988	0	1	sell	10342.42	0.000000	10685.43
2016-08-18	9.911210	0.000000	0.000000	9.862988	0	0	close	10342.42	0.000000	10685.43
2016-08-21	9.896784	0.000000	0.000000	9.857341	0	1	sell	10342.42	0.000000	10685.43
2016-08-21	9.896784	0.000000	0.000000	9.857341	0	0	close	10342.42	0.000000	10685.43
2016-08-22	9.899119	0.000000	0.000000	9.835914	1	0	buy	10342.42	9.899119	10695.33
2016-08-22	9.900073	0.000000	0.000000	9.836868	0	0	close	10352.28	0.000000	10705.19
2016-08-23	9.907207	0.000000	0.000000	9.862187	0	1	sell	10352.28	0.000000	10705.19
2016-08-23	9.907207	0.000000	0.000000	9.862187	0	0	close	10352.28	0.000000	10705.19
2016-08-24	9.901940	0.000000	0.000000	9.852211	0	1	sell	10352.28	0.000000	10705.19
2016-08-24	9.901940	0.000000	0.000000	9.852211	0	0	close	10352.28	0.000000	10705.19
2016-08-25	9.899579	0.000000	0.000000	9.850482	0	1	sell	10352.28	0.000000	10705.19
2016-08-25	9.899579	0.000000	0.000000	9.850482	0	0	close	10352.28	0.000000	10705.19
2016-08-28	9.901064	0.000000	0.000000	9.818050	0	0	0	10352.28	0.000000	10705.19
2016-08-28	9.901064	0.000000	0.000000	9.818050	0	0	0	10352.28	0.000000	10705.19
2016-08-29	9.851664	0.000000	0.000000	9.754926	0	1	sell	10352.28	0.000000	10705.19
2016-08-29	9.851664	0.000000	0.000000	9.754926	0	0	close	10352.28	0.000000	10705.19
2016-08-30	9.854563	0.000000	0.000000	9.725652	0	0	0	10352.28	0.000000	10705.19
2016-08-30	9.854563	0.000000	0.000000	9.725652	0	0	0	10352.28	0.000000	10705.19
2016-08-31	9.792641	0.000000	0.000000	9.677006	0	1	sell	10352.28	0.000000	10705.19
2016-08-31	9.792641	0.000000	0.000000	9.677006	0	0	close	10352.28	0.000000	10705.19
2016-09-01	9.796703	0.000000	0.000000	9.630271	0	1	sell	10352.28	0.000000	10705.19
2016-09-01	9.796703	0.000000	0.000000	9.630271	0	0	close	10352.28	0.000000	10705.19
2016-09-04	9.806953	0.000000	0.000000	9.608374	0	0	0	10352.28	0.000000	10705.19
2016-09-04	9.806953	0.000000	0.000000	9.608374	0	0	0	10352.28	0.000000	10705.19
2016-09-05	9.779176	0.000000	0.000000	9.631790	1	0	buy	10352.28	9.779176	10714.97
2016-09-05	9.780117	0.000000	0.000000	9.632731	0	0	close	10362.03	0.000000	10724.71
2016-09-06	9.852077	0.000000	0.000000	9.649823	0	0	0	10362.03	0.000000	10724.71
2016-09-06	9.852077	0.000000	0.000000	9.649823	0	0	0	10362.03	0.000000	10724.71
2016-09-07	9.872518	0.000000	0.000000	9.371993	0	0	0	10362.03	0.000000	10724.71
2016-09-07	9.872518	0.000000	0.000000	9.371993	0	0	0	10362.03	0.000000	10724.71
2016-09-08	9.875304	0.000000	0.000000	9.249845	0	0	0	10362.03	0.000000	10724.71
2016-09-08	9.875304	0.000000	0.000000	9.249845	0	0	0	10362.03	0.000000	10724.71
2016-09-11	9.852492	0.000000	0.000000	9.711118	1	0	buy	10362.03	9.852492	10734.57
2016-09-11	9.853439	0.000000	0.000000	9.712065	0	0	close	10371.85	0.000000	10744.38
2016-09-12	9.846932	0.000000	0.000000	9.743209	1	0	buy	10371.85	9.846932	10754.23
2016-09-12	9.847878	0.000000	0.000000	9.744154	0	0	close	10381.66	0.000000	10764.04
2016-09-13	9.868094	0.000000	0.000000	9.762501	0	0	0	10381.66	0.000000	10764.04
2016-09-13	9.868094	0.000000	0.000000	9.762501	0	0	0	10381.66	0.000000	10764.04
2016-09-14	9.842058	0.000000	0.000000	9.689274	1	0	buy	10381.66	9.842058	10773.88
2016-09-14	9.843002	0.000000	0.000000	9.690219	0	0	close	10391.46	0.000000	10783.69
2016-09-15	9.848463	0.000000	0.000000	9.734683	1	0	buy	10391.46	9.848463	10793.54
2016-09-15	9.849407	0.000000	0.000000	9.735627	0	0	close	10401.27	0.000000	10803.35
2016-09-18	9.852480	0.000000	0.000000	9.758222	1	0	buy	10401.27	9.852480	10813.20
2016-09-18	9.853423	0.000000	0.000000	9.759165	0	0	close	10411.08	0.000000	10823.01
2016-09-19	9.871517	0.000000	0.000000	9.761235	0	0	0	10411.08	0.000000	10823.01
2016-09-19	9.871517	0.000000	0.000000	9.761235	0	0	0	10411.08	0.000000	10823.01
2016-09-20	9.874806	0.000000	0.000000	9.780838	0	1	sell	10411.08	0.000000	10823.01
2016-09-20	9.874806	0.000000	0.000000	9.780838	0	0	close	10411.08	0.000000	10823.01
2016-09-21	9.894187	0.000000	0.000000	9.730327	1	0	buy	10411.08	9.894187	10832.91
2016-09-21	9.895133	0.000000	0.000000	9.731273	0	0	close	10420.94	0.000000	10842.76
2016-09-22	9.906348	0.000000	0.000000	9.841612	0	1	sell	10420.94	0.000000	10842.76
2016-09-22	9.906348	0.000000	0.000000	9.841612	0	0	close	10420.94	0.000000	10842.76
2016-09-25	9.899027	0.000000	0.000000	9.251689	1	0	buy	10420.94	9.899027	10852.66
2016-09-25	9.899972	0.000000	0.000000	9.252635	0	0	close	10430.80	0.000000	10862.52
2016-09-26	9.907431	0.000000	0.000000	9.834290	0	0	0	10430.80	0.000000	10862.52
2016-09-26	9.907431	0.000000	0.000000	9.834290	0	0	0	10430.80	0.000000	10862.52
2016-09-27	9.903890	0.000000	0.000000	9.838841	0	0	0	10430.80	0.000000	10862.52
2016-09-27	9.903890	0.000000	0.000000	9.838841	0	0	0	10430.80	0.000000	10862.52
2016-09-28	9.900336	0.000000	0.000000	9.846008	0	0	0	10430.80	0.000000	10862.52
2016-09-28	9.900336	0.000000	0.000000	9.846008	0	0	0	10430.80	0.000000	10862.52
2016-09-29	9.888647	0.000000	0.000000	9.796601	1	0	buy	10430.80	9.888647	10872.41
2016-09-29	9.889590	0.000000	0.000000	9.797544	0	0	close	10440.64	0.000000	10882.25
2016-10-02	9.895816	0.000000	0.000000	9.804394	0	0	0	10440.64	0.000000	10882.25
2016-10-02	9.895816	0.000000	0.000000	9.804394	0	0	0	10440.64	0.000000	10882.25
2016-10-03	9.881360	0.000000	0.000000	9.806304	0	0	0	10440.64	0.000000	10882.25
2016-10-03	9.881360	0.000000	0.000000	9.806304	0	0	0	10440.64	0.000000	10882.25
2016-10-04	9.862952	0.000000	0.000000	9.254071	0	0	0	10440.64	0.000000	10882.25
2016-10-04	9.862952	0.000000	0.000000	9.254071	0	0	0	10440.64	0.000000	10882.25
2016-10-05	9.817781	0.000000	0.000000	9.675502	0	1	sell	10440.64	0.000000	10882.25
2016-10-05	9.817781	0.000000	0.000000	9.675502	0	0	close	10440.64	0.000000	10882.25
2016-10-06	9.773604	0.000000	0.000000	9.622654	1	0	buy	10440.64	9.773604	10892.03
2016-10-06	9.774536	0.000000	0.000000	9.623586	0	0	close	10450.37	0.000000	10901.76
2016-10-09	9.807844	0.000000	0.000000	9.654595	1	0	buy	10450.37	9.807844	10911.56
2016-10-09	9.808777	0.000000	0.000000	9.655529	0	0	close	10460.14	0.000000	10921.33
2016-10-10	9.824169	0.000000	0.000000	9.666703	0	1	sell	10460.14	0.000000	10921.33
2016-10-10	9.824169	0.000000	0.000000	9.666703	0	0	close	10460.14	0.000000	10921.33
2016-10-11	9.800254	0.000000	0.000000	9.647700	0	1	sell	10460.14	0.000000	10921.33
2016-10-11	9.800254	0.000000	0.000000	9.647700	0	0	close	10460.14	0.000000	10921.33
2016-10-12	9.783909	0.000000	0.000000	9.602350	0	1	sell	10460.14	0.000000	10921.33
2016-10-12	9.783909	0.000000	0.000000	9.602350	0	0	close	10460.14	0.000000	10921.33
2016-10-13	9.770588	0.000000	0.000000	9.590182	0	0	0	10460.14	0.000000	10921.33
2016-10-13	9.770588	0.000000	0.000000	9.590182	0	0	0	10460.14	0.000000	10921.33
2016-10-16	9.772947	0.000000	0.000000	9.603579	0	0	0	10460.14	0.000000	10921.33
2016-10-16	9.772947	0.000000	0.000000	9.603579	0	0	0	10460.14	0.000000	10921.33
2016-10-17	9.753726	0.000000	0.000000	9.612925	1	0	buy	10460.14	9.753726	10931.08
2016-10-17	9.754654	0.000000	0.000000	9.613853	0	0	close	10469.84	0.000000	10940.79
2016-10-18	9.768130	0.000000	0.000000	9.627853	1	0	buy	10469.84	9.768130	10950.56
2016-10-18	9.769058	0.000000	0.000000	9.628781	0	0	close	10479.57	0.000000	10960.28
2016-10-19	9.802884	0.000000	0.000000	9.650309	0	1	sell	10479.57	0.000000	10960.28
2016-10-19	9.802884	0.000000	0.000000	9.650309	0	0	close	10479.57	0.000000	10960.28
2016-10-20	9.791744	0.000000	0.000000	9.638681	0	1	sell	10479.57	0.000000	10960.28
2016-10-20	9.791744	0.000000	0.000000	9.638681	0	0	close	10479.57	0.000000	10960.28
2016-10-23	9.783800	0.000000	0.000000	9.628008	0	1	sell	10479.57	0.000000	10960.28
2016-10-23	9.783800	0.000000	0.000000	9.628008	0	0	close	10479.57	0.000000	10960.28
2016-10-24	9.764034	0.000000	0.000000	9.619383	0	1	sell	10479.57	0.000000	10960.28
2016-10-24	9.764034	0.000000	0.000000	9.619383	0	0	close	10479.57	0.000000	10960.28
2016-10-25	9.733263	0.000000	0.000000	9.569398	1	0	buy	10479.57	9.733263	10970.01
2016-10-25	9.734187	0.000000	0.000000	9.570322	0	0	close	10489.25	0.000000	10979.70
2016-10-26	9.749380	0.000000	0.000000	9.605481	0	1	sell	10489.25	0.000000	10979.70
2016-10-26	9.749380	0.000000	0.000000	9.605481	0	0	close	10489.25	0.000000	10979.70
2016-10-27	9.726319	0.000000	0.000000	9.544311	0	1	sell	10489.25	0.000000	10979.70
2016-10-27	9.726319	0.000000	0.000000	9.544311	0	0	close	10489.25	0.000000	10979.70
2016-10-31	9.677128	0.000000	0.000000	9.515866	1	0	buy	10489.25	9.677128	10989.38
2016-10-31	9.678045	0.000000	0.000000	9.516784	0	0	close	10498.88	0.000000	10999.01
2016-11-01	9.709779	0.000000	0.000000	9.543965	1	0	buy	10498.88	9.709779	11008.72
2016-11-01	9.710698	0.000000	0.000000	9.544885	0	0	close	10508.54	0.000000	11018.38
2016-11-02	9.718893	0.000000	0.000000	9.549217	0	0	0	10508.54	0.000000	11018.38
2016-11-02	9.718893	0.000000	0.000000	9.549217	0	0	0	10508.54	0.000000	11018.38
2016-11-03	9.819525	0.000000	0.000000	9.634455	1	0	buy	10508.54	9.819525	11028.20
2016-11-03	9.820454	0.000000	0.000000	9.635385	0	0	close	10518.31	0.000000	11037.97
2016-11-04	9.828534	0.000000	0.000000	9.698006	0	0	0	10518.31	0.000000	11037.97
2016-11-04	9.828534	0.000000	0.000000	9.698006	0	0	0	10518.31	0.000000	11037.97
2016-11-07	9.817753	0.000000	0.000000	9.701811	0	0	0	10518.31	0.000000	11037.97
2016-11-07	9.817753	0.000000	0.000000	9.701811	0	0	0	10518.31	0.000000	11037.97
2016-11-08	9.774635	0.000000	0.000000	9.601650	0	1	sell	10518.31	0.000000	11037.97
2016-11-08	9.774635	0.000000	0.000000	9.601650	0	0	close	10518.31	0.000000	11037.97
2016-11-09	9.717769	0.000000	0.000000	9.568514	0	1	sell	10518.31	0.000000	11037.97
2016-11-09	9.717769	0.000000	0.000000	9.568514	0	0	close	10518.31	0.000000	11037.97
2016-11-10	9.833117	0.000000	0.000000	9.521249	0	1	sell	10518.31	0.000000	11037.97
2016-11-10	9.833117	0.000000	0.000000	9.521249	0	0	close	10518.31	0.000000	11037.97
2016-11-11	9.688530	0.000000	0.000000	9.380926	0	0	0	10518.31	0.000000	11037.97
2016-11-11	9.688530	0.000000	0.000000	9.380926	0	0	0	10518.31	0.000000	11037.97
2016-11-14	9.631924	0.000000	0.000000	9.380094	0	1	sell	10518.31	0.000000	11037.97
2016-11-14	9.631924	0.000000	0.000000	9.380094	0	0	close	10518.31	0.000000	11037.97
2016-11-15	9.504056	0.000000	9.268243	0.000000	0	0	0	10518.31	0.000000	11037.97
2016-11-15	9.504056	0.000000	9.268243	0.000000	0	0	0	10518.31	0.000000	11037.97
2016-11-16	9.432263	0.000000	9.260874	0.000000	0	0	0	10518.31	0.000000	11037.97
2016-11-16	9.432263	0.000000	9.260874	0.000000	0	0	0	10518.31	0.000000	11037.97
2016-11-21	9.302980	0.000000	9.274216	0.000000	0	1	sell	10518.31	0.000000	11037.97
2016-11-21	9.302980	0.000000	9.274216	0.000000	0	0	close	10518.31	0.000000	11037.97
2016-11-22	9.274291	0.000000	9.284986	0.000000	0	1	sell	10518.31	0.000000	11037.97
2016-11-22	9.274291	0.000000	9.284986	0.000000	0	0	close	10518.31	0.000000	11037.97
2016-11-23	9.282429	0.000000	9.292261	0.000000	0	1	sell	10518.31	0.000000	11037.97
2016-11-23	9.282429	0.000000	9.292261	0.000000	0	0	close	10518.31	0.000000	11037.97
2016-11-24	9.263238	0.000000	9.402924	0.000000	0	1	sell	10518.31	0.000000	11037.97
2016-11-24	9.263238	0.000000	9.402924	0.000000	0	0	close	10518.31	0.000000	11037.97
2016-11-25	0.000000	9.283283	9.440878	0.000000	0	1	sell	10518.31	9.283283	11047.25
2016-11-25	0.000000	9.284160	9.441755	0.000000	0	0	close	10527.55	0.000000	11056.48
2016-11-28	0.000000	9.272180	9.472859	0.000000	1	0	buy	10527.55	0.000000	11056.48
2016-11-28	0.000000	9.272180	9.472859	0.000000	0	0	close	10527.55	0.000000	11056.48
2016-11-29	0.000000	9.262034	9.367725	0.000000	0	1	sell	10527.55	9.262034	11065.75
2016-11-29	0.000000	9.262908	9.368600	0.000000	0	0	close	10536.76	0.000000	11074.96
2016-11-30	0.000000	9.263116	9.424343	0.000000	0	1	sell	10536.76	9.263116	11084.22
2016-11-30	0.000000	9.263989	9.425217	0.000000	0	0	close	10545.97	0.000000	11093.43
2016-12-01	0.000000	9.270926	9.481593	0.000000	0	1	sell	10545.97	9.270926	11102.70
2016-12-01	0.000000	9.271800	9.482467	0.000000	0	0	close	10555.19	0.000000	11111.92
2016-12-02	0.000000	9.355722	9.553119	0.000000	1	0	buy	10555.19	0.000000	11111.92
2016-12-02	0.000000	9.355722	9.553119	0.000000	0	0	close	10555.19	0.000000	11111.92
2016-12-05	0.000000	9.327761	9.489843	0.000000	0	1	sell	10555.19	9.327761	11121.25
2016-12-05	0.000000	9.328639	9.490721	0.000000	0	0	close	10564.46	0.000000	11130.52
2016-12-06	0.000000	9.326164	9.557425	0.000000	0	0	0	10564.46	0.000000	11130.52
2016-12-06	0.000000	9.326164	9.557425	0.000000	0	0	0	10564.46	0.000000	11130.52
2016-12-07	0.000000	9.323060	9.490989	0.000000	0	1	sell	10564.46	9.323060	11139.84
2016-12-07	0.000000	9.323937	9.491865	0.000000	0	0	close	10573.73	0.000000	11149.11
2016-12-08	0.000000	9.328648	9.519304	0.000000	1	0	buy	10573.73	0.000000	11149.11
2016-12-08	0.000000	9.328648	9.519304	0.000000	0	0	close	10573.73	0.000000	11149.11
2016-12-09	0.000000	9.287500	9.514891	0.000000	0	1	sell	10573.73	9.287500	11158.40
2016-12-09	0.000000	9.288372	9.515764	0.000000	0	0	close	10582.96	0.000000	11167.63
2016-12-12	9.284690	0.000000	9.605938	0.000000	0	1	sell	10582.96	0.000000	11167.63
2016-12-12	9.284690	0.000000	9.605938	0.000000	0	0	close	10582.96	0.000000	11167.63
2016-12-13	0.000000	9.454973	9.675287	0.000000	1	0	buy	10582.96	0.000000	11167.63
2016-12-13	0.000000	9.454973	9.675287	0.000000	0	0	close	10582.96	0.000000	11167.63
2016-12-14	0.000000	9.415595	9.609025	0.000000	0	0	0	10582.96	0.000000	11167.63
2016-12-14	0.000000	9.415595	9.609025	0.000000	0	0	0	10582.96	0.000000	11167.63
2016-12-15	0.000000	9.420078	9.599122	0.000000	0	0	0	10582.96	0.000000	11167.63
2016-12-15	0.000000	9.420078	9.599122	0.000000	0	0	0	10582.96	0.000000	11167.63
2016-12-16	0.000000	9.684026	9.847155	0.000000	0	0	0	10582.96	0.000000	11167.63
2016-12-16	0.000000	9.684026	9.847155	0.000000	0	0	0	10582.96	0.000000	11167.63
2016-12-19	0.000000	9.689083	9.826213	0.000000	0	0	0	10582.96	0.000000	11167.63
2016-12-19	0.000000	9.689083	9.826213	0.000000	0	0	0	10582.96	0.000000	11167.63
2016-12-20	0.000000	9.648103	9.794205	0.000000	0	1	sell	10582.96	9.648103	11177.28
2016-12-20	0.000000	9.649009	9.795111	0.000000	0	0	close	10592.55	0.000000	11186.87
2016-12-21	0.000000	9.601873	9.818134	0.000000	0	0	0	10592.55	0.000000	11186.87
2016-12-21	0.000000	9.601873	9.818134	0.000000	0	0	0	10592.55	0.000000	11186.87
2016-12-22	0.000000	9.650675	9.807830	0.000000	1	0	buy	10592.55	0.000000	11186.87
2016-12-22	0.000000	9.650675	9.807830	0.000000	0	0	close	10592.55	0.000000	11186.87
2016-12-23	0.000000	9.645414	9.796261	0.000000	1	0	buy	10592.55	0.000000	11186.87
2016-12-23	0.000000	9.645414	9.796261	0.000000	0	0	close	10592.55	0.000000	11186.87
2016-12-27	0.000000	9.591480	9.761702	0.000000	0	1	sell	10592.55	9.591480	11196.46
2016-12-27	0.000000	9.592380	9.762601	0.000000	0	0	close	10602.08	0.000000	11206.00
2016-12-28	0.000000	9.594131	9.781609	0.000000	0	1	sell	10602.08	9.594131	11215.59
2016-12-28	0.000000	9.595030	9.782508	0.000000	0	0	close	10611.62	0.000000	11225.12
2016-12-29	0.000000	9.666994	9.795204	0.000000	0	0	0	10611.62	0.000000	11225.12
2016-12-29	0.000000	9.666994	9.795204	0.000000	0	0	0	10611.62	0.000000	11225.12
2016-12-30	9.277264	0.000000	9.745005	0.000000	0	1	sell	10611.62	0.000000	11225.12
2016-12-30	9.277264	0.000000	9.745005	0.000000	0	0	close	10611.62	0.000000	11225.12
2017-01-03	0.000000	9.592841	9.774991	0.000000	0	1	sell	10611.62	9.592841	11234.72
2017-01-03	0.000000	9.593739	9.775889	0.000000	0	0	close	10621.15	0.000000	11244.25
2017-01-04	0.000000	9.642396	9.839705	0.000000	1	0	buy	10621.15	0.000000	11244.25
2017-01-04	0.000000	9.642396	9.839705	0.000000	0	0	close	10621.15	0.000000	11244.25
2017-01-05	0.000000	9.619207	9.817729	0.000000	1	0	buy	10621.15	0.000000	11244.25
2017-01-05	0.000000	9.619207	9.817729	0.000000	0	0	close	10621.15	0.000000	11244.25
2017-01-06	0.000000	9.456714	9.748542	0.000000	0	0	0	10621.15	0.000000	11244.25
2017-01-06	0.000000	9.456714	9.748542	0.000000	0	0	0	10621.15	0.000000	11244.25
2017-01-09	0.000000	9.468885	9.723550	0.000000	0	1	sell	10621.15	9.468885	11253.72
2017-01-09	0.000000	9.469770	9.724435	0.000000	0	0	close	10630.56	0.000000	11263.13
2017-01-10	9.277761	0.000000	9.778867	0.000000	0	0	0	10630.56	0.000000	11263.13
2017-01-10	9.277761	0.000000	9.778867	0.000000	0	0	0	10630.56	0.000000	11263.13
2017-01-11	9.275528	0.000000	9.276088	0.000000	0	0	0	10630.56	0.000000	11263.13
2017-01-11	9.275528	0.000000	9.276088	0.000000	0	0	0	10630.56	0.000000	11263.13
2017-01-13	0.000000	9.508219	9.276156	0.000000	0	0	0	10630.56	0.000000	11263.13
2017-01-13	0.000000	9.508219	9.276156	0.000000	0	0	0	10630.56	0.000000	11263.13
2017-01-16	0.000000	9.394669	9.276191	0.000000	1	0	buy	10630.56	0.000000	11263.13
2017-01-16	0.000000	9.394669	9.276191	0.000000	0	0	close	10630.56	0.000000	11263.13
2017-01-17	0.000000	9.336864	9.276122	0.000000	1	0	buy	10630.56	0.000000	11263.13
2017-01-17	0.000000	9.336864	9.276122	0.000000	0	0	close	10630.56	0.000000	11263.13
2017-01-18	0.000000	9.294700	9.276225	0.000000	1	0	buy	10630.56	0.000000	11263.13
2017-01-18	0.000000	9.294700	9.276225	0.000000	0	0	close	10630.56	0.000000	11263.13
2017-01-19	0.000000	9.284648	9.276329	0.000000	0	0	0	10630.56	0.000000	11263.13
2017-01-19	0.000000	9.284648	9.276329	0.000000	0	0	0	10630.56	0.000000	11263.13
2017-01-20	0.000000	9.403867	9.276381	0.000000	0	0	0	10630.56	0.000000	11263.13
2017-01-20	0.000000	9.403867	9.276381	0.000000	0	0	0	10630.56	0.000000	11263.13
2017-01-23	0.000000	9.399811	9.276399	0.000000	0	0	0	10630.56	0.000000	11263.13
2017-01-23	0.000000	9.399811	9.276399	0.000000	0	0	0	10630.56	0.000000	11263.13
2017-01-24	0.000000	9.304922	9.276347	0.000000	1	0	buy	10630.56	0.000000	11263.13
2017-01-24	0.000000	9.304922	9.276347	0.000000	0	0	close	10630.56	0.000000	11263.13
2017-01-25	0.000000	9.292578	9.426761	0.000000	0	1	sell	10630.56	9.292578	11272.42
2017-01-25	0.000000	9.293446	9.427629	0.000000	0	0	close	10639.79	0.000000	11281.65
2017-01-26	0.000000	9.313681	9.470573	0.000000	0	1	sell	10639.79	9.313681	11290.97
2017-01-26	0.000000	9.314551	9.471442	0.000000	0	0	close	10649.05	0.000000	11300.22
2017-01-27	0.000000	9.312178	9.278403	0.000000	0	0	0	10649.05	0.000000	11300.22
2017-01-27	0.000000	9.312178	9.278403	0.000000	0	0	0	10649.05	0.000000	11300.22
2017-01-30	0.000000	9.403379	9.278458	0.000000	1	0	buy	10649.05	0.000000	11300.22
2017-01-30	0.000000	9.403379	9.278458	0.000000	0	0	close	10649.05	0.000000	11300.22
2017-01-31	0.000000	9.302223	9.278458	0.000000	1	0	buy	10649.05	0.000000	11300.22
2017-01-31	0.000000	9.302223	9.278458	0.000000	0	0	close	10649.05	0.000000	11300.22
2017-02-01	0.000000	9.279224	9.278567	0.000000	0	0	0	10649.05	0.000000	11300.22
2017-02-01	0.000000	9.279224	9.278567	0.000000	0	0	0	10649.05	0.000000	11300.22
2017-02-02	0.000000	9.296144	9.278714	0.000000	1	0	buy	10649.05	0.000000	11300.22
2017-02-02	0.000000	9.296144	9.278714	0.000000	0	0	close	10649.05	0.000000	11300.22
2017-02-03	0.000000	9.276646	9.278826	0.000000	0	0	0	10649.05	0.000000	11300.22
2017-02-03	0.000000	9.276646	9.278826	0.000000	0	0	0	10649.05	0.000000	11300.22
2017-02-06	0.000000	9.286638	9.278939	0.000000	1	0	buy	10649.05	0.000000	11300.22
2017-02-06	0.000000	9.286638	9.278939	0.000000	0	0	close	10649.05	0.000000	11300.22
2017-02-07	0.000000	9.278222	9.278901	0.000000	1	0	buy	10649.05	0.000000	11300.22
2017-02-07	0.000000	9.278222	9.278901	0.000000	0	0	close	10649.05	0.000000	11300.22
2017-02-08	0.000000	9.273668	9.279111	0.000000	0	0	0	10649.05	0.000000	11300.22
2017-02-08	0.000000	9.273668	9.279111	0.000000	0	0	0	10649.05	0.000000	11300.22
2017-02-09	0.000000	9.273953	9.492739	0.000000	0	0	0	10649.05	0.000000	11300.22
2017-02-09	0.000000	9.273953	9.492739	0.000000	0	0	0	10649.05	0.000000	11300.22
2017-02-10	0.000000	9.275208	9.490611	0.000000	0	0	0	10649.05	0.000000	11300.22
2017-02-10	0.000000	9.275208	9.490611	0.000000	0	0	0	10649.05	0.000000	11300.22
2017-02-13	0.000000	9.330645	9.488221	0.000000	0	1	sell	10649.05	9.330645	11309.55
2017-02-13	0.000000	9.331515	9.489090	0.000000	0	0	close	10658.31	0.000000	11318.82
2017-02-14	0.000000	9.333364	9.503133	0.000000	0	1	sell	10658.31	9.333364	11328.15
2017-02-14	0.000000	9.334233	9.504002	0.000000	0	0	close	10667.58	0.000000	11337.42
2017-02-15	0.000000	9.300742	9.533370	0.000000	0	1	sell	10667.58	9.300742	11346.72
2017-02-15	0.000000	9.301607	9.534236	0.000000	0	0	close	10676.82	0.000000	11355.96
2017-02-16	0.000000	9.302503	9.580521	0.000000	0	0	0	10676.82	0.000000	11355.96
2017-02-16	0.000000	9.302503	9.580521	0.000000	0	0	0	10676.82	0.000000	11355.96
2017-02-17	0.000000	9.322445	9.502905	0.000000	1	0	buy	10676.82	0.000000	11355.96
2017-02-17	0.000000	9.322445	9.502905	0.000000	0	0	close	10676.82	0.000000	11355.96
2017-02-20	0.000000	9.299263	9.436220	0.000000	0	0	0	10676.82	0.000000	11355.96
2017-02-20	0.000000	9.299263	9.436220	0.000000	0	0	0	10676.82	0.000000	11355.96
2017-02-21	0.000000	9.304016	9.427011	0.000000	0	1	sell	10676.82	9.304016	11365.26
2017-02-21	0.000000	9.304881	9.427876	0.000000	0	0	close	10686.06	0.000000	11374.50
2017-02-22	0.000000	9.296130	9.472822	0.000000	0	0	0	10686.06	0.000000	11374.50
2017-02-22	0.000000	9.296130	9.472822	0.000000	0	0	0	10686.06	0.000000	11374.50
2017-02-23	0.000000	9.302705	9.465801	0.000000	1	0	buy	10686.06	0.000000	11374.50
2017-02-23	0.000000	9.302705	9.465801	0.000000	0	0	close	10686.06	0.000000	11374.50
2017-02-24	0.000000	9.296743	9.433779	0.000000	1	0	buy	10686.06	0.000000	11374.50
2017-02-24	0.000000	9.296743	9.433779	0.000000	0	0	close	10686.06	0.000000	11374.50
2017-02-27	0.000000	9.285331	9.400569	0.000000	1	0	buy	10686.06	0.000000	11374.50
2017-02-27	0.000000	9.285331	9.400569	0.000000	0	0	close	10686.06	0.000000	11374.50
2017-02-28	0.000000	9.284378	9.363717	0.000000	0	1	sell	10686.06	9.284378	11383.78
2017-02-28	0.000000	9.285241	9.364579	0.000000	0	0	close	10695.28	0.000000	11393.00
2017-03-01	0.000000	9.279019	9.397093	0.000000	0	1	sell	10695.28	9.279019	11402.28
2017-03-01	0.000000	9.279880	9.397954	0.000000	0	0	close	10704.49	0.000000	11411.49
2017-03-02	0.000000	9.304467	9.510314	0.000000	0	1	sell	10704.49	9.304467	11420.80
2017-03-02	0.000000	9.305329	9.511176	0.000000	0	0	close	10713.72	0.000000	11430.03
2017-03-03	0.000000	9.368017	9.551500	0.000000	0	0	0	10713.72	0.000000	11430.03
2017-03-03	0.000000	9.368017	9.551500	0.000000	0	0	0	10713.72	0.000000	11430.03
2017-03-06	0.000000	9.385685	9.538859	0.000000	0	0	0	10713.72	0.000000	11430.03
2017-03-06	0.000000	9.385685	9.538859	0.000000	0	0	0	10713.72	0.000000	11430.03
2017-03-07	0.000000	9.349493	9.483267	0.000000	0	1	sell	10713.72	9.349493	11439.38
2017-03-07	0.000000	9.350359	9.484133	0.000000	0	0	close	10723.00	0.000000	11448.66
2017-03-08	0.000000	9.358101	9.506686	0.000000	0	1	sell	10723.00	9.358101	11458.02
2017-03-08	0.000000	9.358967	9.507552	0.000000	0	0	close	10732.29	0.000000	11467.31
2017-03-09	0.000000	9.348401	9.570842	0.000000	0	1	sell	10732.29	9.348401	11476.66
2017-03-09	0.000000	9.349265	9.571706	0.000000	0	0	close	10741.57	0.000000	11485.94
2017-03-10	0.000000	9.404531	9.583509	0.000000	0	1	sell	10741.57	9.404531	11495.34
2017-03-10	0.000000	9.405400	9.584378	0.000000	0	0	close	10750.90	0.000000	11504.67
2017-03-13	0.000000	9.439210	9.636872	0.000000	1	0	buy	10750.90	0.000000	11504.67
2017-03-13	0.000000	9.439210	9.636872	0.000000	0	0	close	10750.90	0.000000	11504.67
2017-03-14	0.000000	9.412440	9.586446	0.000000	0	1	sell	10750.90	9.412440	11514.09
2017-03-14	0.000000	9.413309	9.587315	0.000000	0	0	close	10760.24	0.000000	11523.43
2017-03-15	0.000000	9.427843	9.620872	0.000000	1	0	buy	10760.24	0.000000	11523.43
2017-03-15	0.000000	9.427843	9.620872	0.000000	0	0	close	10760.24	0.000000	11523.43
2017-03-16	0.000000	9.414916	9.582186	0.000000	0	0	0	10760.24	0.000000	11523.43
2017-03-16	0.000000	9.414916	9.582186	0.000000	0	0	0	10760.24	0.000000	11523.43
2017-03-17	0.000000	9.315280	9.448163	0.000000	0	1	sell	10760.24	9.315280	11532.74
2017-03-17	0.000000	9.316138	9.449022	0.000000	0	0	close	10769.49	0.000000	11541.98
2017-03-20	0.000000	9.304726	9.290338	0.000000	1	0	buy	10769.49	0.000000	11541.98
2017-03-20	0.000000	9.304726	9.290338	0.000000	0	0	close	10769.49	0.000000	11541.98
2017-03-21	0.000000	9.296669	9.405144	0.000000	0	1	sell	10769.49	9.296669	11551.28
2017-03-21	0.000000	9.297525	9.406000	0.000000	0	0	close	10778.71	0.000000	11560.50
2017-03-22	0.000000	9.287525	9.399832	0.000000	0	0	0	10778.71	0.000000	11560.50
2017-03-22	0.000000	9.287525	9.399832	0.000000	0	0	0	10778.71	0.000000	11560.50
2017-03-23	9.291255	0.000000	9.332157	0.000000	1	0	buy	10778.71	9.291255	11569.79
2017-03-23	9.292109	0.000000	9.333011	0.000000	0	0	close	10787.92	0.000000	11579.01
2017-03-24	9.297251	0.000000	9.319495	0.000000	0	1	sell	10787.92	0.000000	11579.01
2017-03-24	9.297251	0.000000	9.319495	0.000000	0	0	close	10787.92	0.000000	11579.01
2017-03-26	9.291663	0.000000	9.325824	0.000000	0	0	0	10787.92	0.000000	11579.01
2017-03-26	9.291663	0.000000	9.325824	0.000000	0	0	0	10787.92	0.000000	11579.01
2017-03-27	9.316550	0.000000	9.291746	0.000000	0	1	sell	10787.92	0.000000	11579.01
2017-03-27	9.316550	0.000000	9.291746	0.000000	0	0	close	10787.92	0.000000	11579.01
2017-03-28	9.304590	0.000000	9.291709	0.000000	0	0	0	10787.92	0.000000	11579.01
2017-03-28	9.304590	0.000000	9.291709	0.000000	0	0	0	10787.92	0.000000	11579.01
2017-03-29	9.294664	0.000000	9.318090	0.000000	0	1	sell	10787.92	0.000000	11579.01
2017-03-29	9.294664	0.000000	9.318090	0.000000	0	0	close	10787.92	0.000000	11579.01
2017-03-30	9.289591	0.000000	9.322251	0.000000	0	1	sell	10787.92	0.000000	11579.01
2017-03-30	9.289591	0.000000	9.322251	0.000000	0	0	close	10787.92	0.000000	11579.01
2017-04-02	9.286336	0.000000	9.364699	0.000000	1	0	buy	10787.92	9.286336	11588.30
2017-04-02	9.287190	0.000000	9.365552	0.000000	0	0	close	10797.13	0.000000	11597.51
2017-04-03	9.291932	0.000000	9.325154	0.000000	0	0	0	10797.13	0.000000	11597.51
2017-04-03	9.291932	0.000000	9.325154	0.000000	0	0	0	10797.13	0.000000	11597.51
2017-04-04	9.305443	0.000000	9.299146	0.000000	0	1	sell	10797.13	0.000000	11597.51
2017-04-04	9.305443	0.000000	9.299146	0.000000	0	0	close	10797.13	0.000000	11597.51
2017-04-05	9.298757	0.000000	9.533640	0.000000	1	0	buy	10797.13	9.298757	11606.81
2017-04-05	9.299611	0.000000	9.534494	0.000000	0	0	close	10806.36	0.000000	11616.03
2017-04-06	9.312300	0.000000	9.293911	0.000000	0	1	sell	10806.36	0.000000	11616.03
2017-04-06	9.312300	0.000000	9.293911	0.000000	0	0	close	10806.36	0.000000	11616.03
2017-04-09	9.311962	0.000000	9.533864	0.000000	0	0	0	10806.36	0.000000	11616.03
2017-04-09	9.311962	0.000000	9.533864	0.000000	0	0	0	10806.36	0.000000	11616.03
2017-04-10	9.291898	0.000000	9.533864	0.000000	0	0	0	10806.36	0.000000	11616.03
2017-04-10	9.291898	0.000000	9.533864	0.000000	0	0	0	10806.36	0.000000	11616.03
2017-04-11	9.342295	0.000000	9.533505	0.000000	1	0	buy	10806.36	9.342295	11625.37
2017-04-11	9.343152	0.000000	9.534362	0.000000	0	0	close	10815.62	0.000000	11634.63
2017-04-12	9.340837	0.000000	9.534451	0.000000	0	0	0	10815.62	0.000000	11634.63
2017-04-12	9.340837	0.000000	9.534451	0.000000	0	0	0	10815.62	0.000000	11634.63
2017-04-13	9.401437	0.000000	9.534451	0.000000	1	0	buy	10815.62	9.401437	11644.04
2017-04-13	9.402298	0.000000	9.535313	0.000000	0	0	close	10824.94	0.000000	11653.36
2017-04-16	9.404490	0.000000	9.535403	0.000000	1	0	buy	10824.94	9.404490	11662.76
2017-04-16	9.405351	0.000000	9.536264	0.000000	0	0	close	10834.27	0.000000	11672.09
2017-04-23	9.371047	0.000000	9.296726	0.000000	0	0	0	10834.27	0.000000	11672.09
2017-04-23	9.371047	0.000000	9.296726	0.000000	0	0	0	10834.27	0.000000	11672.09
2017-04-24	9.334784	0.000000	9.533927	0.000000	1	0	buy	10834.27	9.334784	11681.42
2017-04-24	9.335638	0.000000	9.534781	0.000000	0	0	close	10843.52	0.000000	11690.68
2017-04-25	9.336136	0.000000	9.312802	0.000000	0	1	sell	10843.52	0.000000	11690.68
2017-04-25	9.336136	0.000000	9.312802	0.000000	0	0	close	10843.52	0.000000	11690.68
2017-04-30	0.000000	9.291615	9.331834	0.000000	0	1	sell	10843.52	9.291615	11699.97
2017-04-30	0.000000	9.292464	9.332683	0.000000	0	0	close	10852.74	0.000000	11709.18
2017-05-01	9.292173	0.000000	9.506106	0.000000	0	0	0	10852.74	0.000000	11709.18
2017-05-01	9.292173	0.000000	9.506106	0.000000	0	0	0	10852.74	0.000000	11709.18
2017-05-02	0.000000	9.292874	9.505135	0.000000	0	0	0	10852.74	0.000000	11709.18
2017-05-02	0.000000	9.292874	9.505135	0.000000	0	0	0	10852.74	0.000000	11709.18
2017-05-03	0.000000	9.294301	9.504252	0.000000	0	0	0	10852.74	0.000000	11709.18
2017-05-03	0.000000	9.294301	9.504252	0.000000	0	0	0	10852.74	0.000000	11709.18
2017-05-04	0.000000	9.311338	9.503281	0.000000	1	0	buy	10852.74	0.000000	11709.18
2017-05-04	0.000000	9.311338	9.503281	0.000000	0	0	close	10852.74	0.000000	11709.18
2017-05-07	0.000000	9.297963	9.502047	0.000000	0	0	0	10852.74	0.000000	11709.18
2017-05-07	0.000000	9.297963	9.502047	0.000000	0	0	0	10852.74	0.000000	11709.18
2017-05-08	0.000000	9.306592	9.501166	0.000000	0	1	sell	10852.74	9.306592	11718.49
2017-05-08	0.000000	9.307441	9.502016	0.000000	0	0	close	10861.96	0.000000	11727.71
2017-05-09	0.000000	9.337228	9.501664	0.000000	0	1	sell	10861.96	9.337228	11737.05
2017-05-09	0.000000	9.338080	9.502516	0.000000	0	0	close	10871.21	0.000000	11746.30
2017-05-10	0.000000	9.355073	9.504013	0.000000	0	1	sell	10871.21	9.355073	11755.66
2017-05-10	0.000000	9.355925	9.504865	0.000000	0	0	close	10880.49	0.000000	11764.93
2017-05-11	0.000000	9.365911	9.506629	0.000000	1	0	buy	10880.49	0.000000	11764.93
2017-05-11	0.000000	9.365911	9.506629	0.000000	0	0	close	10880.49	0.000000	11764.93
2017-05-14	0.000000	9.338093	9.508042	0.000000	0	0	0	10880.49	0.000000	11764.93
2017-05-14	0.000000	9.338093	9.508042	0.000000	0	0	0	10880.49	0.000000	11764.93
2017-05-15	0.000000	9.350432	9.508660	0.000000	1	0	buy	10880.49	0.000000	11764.93
2017-05-15	0.000000	9.350432	9.508660	0.000000	0	0	close	10880.49	0.000000	11764.93
2017-05-21	9.297609	0.000000	9.509014	0.000000	1	0	buy	10880.49	9.297609	11774.23
2017-05-21	9.298455	0.000000	9.509860	0.000000	0	0	close	10889.70	0.000000	11783.44
2017-05-22	9.305366	0.000000	9.509772	0.000000	0	0	0	10889.70	0.000000	11783.44
2017-05-22	9.305366	0.000000	9.509772	0.000000	0	0	0	10889.70	0.000000	11783.44
2017-05-28	9.301943	0.000000	9.507740	0.000000	0	0	0	10889.70	0.000000	11783.44
2017-05-28	9.301943	0.000000	9.507740	0.000000	0	0	0	10889.70	0.000000	11783.44
2017-05-29	9.297241	0.000000	9.507917	0.000000	1	0	buy	10889.70	9.297241	11792.74
2017-05-29	9.298087	0.000000	9.508762	0.000000	0	0	close	10898.91	0.000000	11801.95
2017-05-30	9.308272	0.000000	9.508056	0.000000	1	0	buy	10898.91	9.308272	11811.26
2017-05-30	9.309117	0.000000	9.508902	0.000000	0	0	close	10908.13	0.000000	11820.48
2017-05-31	9.308669	0.000000	9.508990	0.000000	0	0	0	10908.13	0.000000	11820.48
2017-05-31	9.308669	0.000000	9.508990	0.000000	0	0	0	10908.13	0.000000	11820.48
2017-06-01	9.304464	0.000000	9.508726	0.000000	1	0	buy	10908.13	9.304464	11829.78
2017-06-01	9.305309	0.000000	9.509570	0.000000	0	0	close	10917.35	0.000000	11839.00
2017-06-04	9.321107	0.000000	9.508424	0.000000	0	0	0	10917.35	0.000000	11839.00
2017-06-04	9.321107	0.000000	9.508424	0.000000	0	0	0	10917.35	0.000000	11839.00
2017-06-05	9.312651	0.000000	9.510011	0.000000	0	0	0	10917.35	0.000000	11839.00
2017-06-05	9.312651	0.000000	9.510011	0.000000	0	0	0	10917.35	0.000000	11839.00
2017-06-06	9.380554	0.000000	9.509570	0.000000	0	0	0	10917.35	0.000000	11839.00
2017-06-06	9.380554	0.000000	9.509570	0.000000	0	0	0	10917.35	0.000000	11839.00
2017-06-07	9.367727	0.000000	9.509835	0.000000	0	0	0	10917.35	0.000000	11839.00
2017-06-07	9.367727	0.000000	9.509835	0.000000	0	0	0	10917.35	0.000000	11839.00
2017-06-08	9.369122	0.000000	9.509482	0.000000	0	0	0	10917.35	0.000000	11839.00
2017-06-08	9.369122	0.000000	9.509482	0.000000	0	0	0	10917.35	0.000000	11839.00
2017-06-11	9.334398	0.000000	9.509129	0.000000	1	0	buy	10917.35	9.334398	11848.34
2017-06-11	9.335244	0.000000	9.509976	0.000000	0	0	close	10926.60	0.000000	11857.58
2017-06-12	9.347062	0.000000	9.509976	0.000000	0	0	0	10926.60	0.000000	11857.58
2017-06-12	9.347062	0.000000	9.509976	0.000000	0	0	0	10926.60	0.000000	11857.58
2017-06-13	9.331832	0.000000	9.509535	0.000000	1	0	buy	10926.60	9.331832	11866.92
2017-06-13	9.332677	0.000000	9.510381	0.000000	0	0	close	10935.84	0.000000	11876.16
2017-06-14	9.394009	0.000000	9.510116	0.000000	0	0	0	10935.84	0.000000	11876.16
2017-06-14	9.394009	0.000000	9.510116	0.000000	0	0	0	10935.84	0.000000	11876.16
2017-06-15	0.000000	9.322102	9.509852	0.000000	0	0	0	10935.84	0.000000	11876.16
2017-06-15	0.000000	9.322102	9.509852	0.000000	0	0	0	10935.84	0.000000	11876.16
2017-06-18	9.310410	0.000000	9.509411	0.000000	0	0	0	10935.84	0.000000	11876.16
2017-06-18	9.310410	0.000000	9.509411	0.000000	0	0	0	10935.84	0.000000	11876.16
2017-06-19	9.305614	0.000000	9.508795	0.000000	0	0	0	10935.84	0.000000	11876.16
2017-06-19	9.305614	0.000000	9.508795	0.000000	0	0	0	10935.84	0.000000	11876.16
2017-06-20	9.299817	0.000000	9.508179	0.000000	1	0	buy	10935.84	9.299817	11885.46
2017-06-20	9.300659	0.000000	9.509021	0.000000	0	0	close	10945.05	0.000000	11894.67
2017-06-21	9.303838	0.000000	9.508317	0.000000	1	0	buy	10945.05	9.303838	11903.97
2017-06-21	9.304680	0.000000	9.509158	0.000000	0	0	close	10954.26	0.000000	11913.19
2017-06-22	9.304058	0.000000	9.508543	0.000000	0	0	0	10954.26	0.000000	11913.19
2017-06-22	9.304058	0.000000	9.508543	0.000000	0	0	0	10954.26	0.000000	11913.19
2017-06-25	9.302180	0.000000	9.334222	0.000000	0	1	sell	10954.26	0.000000	11913.19
2017-06-25	9.302180	0.000000	9.334222	0.000000	0	0	close	10954.26	0.000000	11913.19
2017-06-26	9.302098	0.000000	9.353617	0.000000	0	1	sell	10954.26	0.000000	11913.19
2017-06-26	9.302098	0.000000	9.353617	0.000000	0	0	close	10954.26	0.000000	11913.19
2017-06-27	9.301504	0.000000	9.401434	0.000000	0	0	0	10954.26	0.000000	11913.19
2017-06-27	9.301504	0.000000	9.401434	0.000000	0	0	0	10954.26	0.000000	11913.19
2017-06-28	0.000000	9.302807	9.396932	0.000000	0	1	sell	10954.26	9.302807	11922.49
2017-06-28	0.000000	9.303648	9.397773	0.000000	0	0	close	10963.48	0.000000	11931.70
2017-07-02	0.000000	9.302736	9.403412	0.000000	0	1	sell	10963.48	9.302736	11941.00
2017-07-02	0.000000	9.303576	9.404252	0.000000	0	0	close	10972.69	0.000000	11950.21
2017-07-03	0.000000	9.322163	9.469219	0.000000	0	0	0	10972.69	0.000000	11950.21
2017-07-03	0.000000	9.322163	9.469219	0.000000	0	0	0	10972.69	0.000000	11950.21
2017-07-04	0.000000	9.332571	9.488480	0.000000	0	1	sell	10972.69	9.332571	11959.55
2017-07-04	0.000000	9.333413	9.489322	0.000000	0	0	close	10981.93	0.000000	11968.79
2017-07-05	0.000000	9.332840	9.491819	0.000000	0	0	0	10981.93	0.000000	11968.79
2017-07-05	0.000000	9.332840	9.491819	0.000000	0	0	0	10981.93	0.000000	11968.79
2017-07-06	0.000000	9.338185	9.491474	0.000000	0	1	sell	10981.93	9.338185	11978.12
2017-07-06	0.000000	9.339027	9.492315	0.000000	0	0	close	10991.17	0.000000	11987.37
2017-07-09	0.000000	9.348806	9.530140	0.000000	0	1	sell	10991.17	9.348806	11996.72
2017-07-09	0.000000	9.349648	9.530982	0.000000	0	0	close	11000.43	0.000000	12005.97
2017-07-11	0.000000	9.394293	9.545107	0.000000	0	0	0	11000.43	0.000000	12005.97
2017-07-11	0.000000	9.394293	9.545107	0.000000	0	0	0	11000.43	0.000000	12005.97
2017-07-12	0.000000	9.336594	9.514331	0.000000	0	0	0	11000.43	0.000000	12005.97
2017-07-12	0.000000	9.336594	9.514331	0.000000	0	0	0	11000.43	0.000000	12005.97
2017-07-13	0.000000	9.345111	9.478219	0.000000	0	1	sell	11000.43	9.345111	12015.32
2017-07-13	0.000000	9.345952	9.479059	0.000000	0	0	close	11009.68	0.000000	12024.57
2017-07-16	0.000000	9.317160	9.488244	0.000000	0	0	0	11009.68	0.000000	12024.57
2017-07-16	0.000000	9.317160	9.488244	0.000000	0	0	0	11009.68	0.000000	12024.57
2017-07-17	0.000000	9.320056	9.424706	0.000000	1	0	buy	11009.68	0.000000	12024.57
2017-07-17	0.000000	9.320056	9.424706	0.000000	0	0	close	11009.68	0.000000	12024.57
2017-07-18	0.000000	9.307042	9.417034	0.000000	1	0	buy	11009.68	0.000000	12024.57
2017-07-18	0.000000	9.307042	9.417034	0.000000	0	0	close	11009.68	0.000000	12024.57
2017-07-19	0.000000	9.306535	9.387973	0.000000	0	1	sell	11009.68	9.306535	12033.87
2017-07-19	0.000000	9.307372	9.388809	0.000000	0	0	close	11018.89	0.000000	12043.08
2017-07-20	9.307836	0.000000	9.392046	0.000000	1	0	buy	11018.89	9.307836	12052.39
2017-07-20	9.308671	0.000000	9.392881	0.000000	0	0	close	11028.10	0.000000	12061.60
2017-07-23	9.310253	0.000000	9.367829	0.000000	1	0	buy	11028.10	9.310253	12070.91
2017-07-23	9.311088	0.000000	9.368665	0.000000	0	0	close	11037.31	0.000000	12080.13
2017-07-24	9.321266	0.000000	9.329340	0.000000	0	1	sell	11037.31	0.000000	12080.13
2017-07-24	9.321266	0.000000	9.329340	0.000000	0	0	close	11037.31	0.000000	12080.13
2017-07-25	9.316574	0.000000	9.355814	0.000000	0	0	0	11037.31	0.000000	12080.13
2017-07-25	9.316574	0.000000	9.355814	0.000000	0	0	0	11037.31	0.000000	12080.13
2017-07-26	0.000000	9.310517	9.383527	0.000000	0	0	0	11037.31	0.000000	12080.13
2017-07-26	0.000000	9.310517	9.383527	0.000000	0	0	0	11037.31	0.000000	12080.13
2017-07-27	9.319148	0.000000	9.353309	0.000000	0	0	0	11037.31	0.000000	12080.13
2017-07-27	9.319148	0.000000	9.353309	0.000000	0	0	0	11037.31	0.000000	12080.13
2017-07-30	9.316531	0.000000	9.336939	0.000000	1	0	buy	11037.31	9.316531	12089.44
2017-07-30	9.317366	0.000000	9.337774	0.000000	0	0	close	11046.53	0.000000	12098.66
2017-07-31	9.320633	0.000000	9.319988	0.000000	0	0	0	11046.53	0.000000	12098.66
2017-07-31	9.320633	0.000000	9.319988	0.000000	0	0	0	11046.53	0.000000	12098.66
2017-08-01	9.333275	0.000000	9.315397	0.000000	0	1	sell	11046.53	0.000000	12098.66
2017-08-01	9.333275	0.000000	9.315397	0.000000	0	0	close	11046.53	0.000000	12098.66
2017-08-02	9.330583	0.000000	9.323882	0.000000	1	0	buy	11046.53	9.330583	12107.99
2017-08-02	9.331418	0.000000	9.324718	0.000000	0	0	close	11055.76	0.000000	12117.22
2017-08-03	9.345425	0.000000	9.323314	0.000000	0	1	sell	11055.76	0.000000	12117.22
2017-08-03	9.345425	0.000000	9.323314	0.000000	0	0	close	11055.76	0.000000	12117.22
2017-08-06	9.356120	0.000000	9.503100	0.000000	0	0	0	11055.76	0.000000	12117.22
2017-08-06	9.356120	0.000000	9.503100	0.000000	0	0	0	11055.76	0.000000	12117.22
2017-08-07	9.322008	0.000000	9.325552	0.000000	1	0	buy	11055.76	9.322008	12126.54
2017-08-07	9.322841	0.000000	9.326386	0.000000	0	0	close	11064.98	0.000000	12135.76
2017-08-13	9.407253	0.000000	0.000000	9.315787	0	1	sell	11064.98	0.000000	12135.76
2017-08-13	9.407253	0.000000	0.000000	9.315787	0	0	close	11064.98	0.000000	12135.76
2017-08-14	9.388875	0.000000	9.501338	0.000000	0	0	0	11064.98	0.000000	12135.76
2017-08-14	9.388875	0.000000	9.501338	0.000000	0	0	0	11064.98	0.000000	12135.76
2017-08-15	9.352875	0.000000	9.501165	0.000000	0	0	0	11064.98	0.000000	12135.76
2017-08-15	9.352875	0.000000	9.501165	0.000000	0	0	0	11064.98	0.000000	12135.76
2017-08-16	9.323581	0.000000	9.328638	0.000000	0	0	0	11064.98	0.000000	12135.76
2017-08-16	9.323581	0.000000	9.328638	0.000000	0	0	0	11064.98	0.000000	12135.76
2017-08-17	9.362041	0.000000	9.314040	0.000000	0	0	0	11064.98	0.000000	12135.76
2017-08-17	9.362041	0.000000	9.314040	0.000000	0	0	0	11064.98	0.000000	12135.76
2017-08-20	9.420107	0.000000	9.498663	0.000000	1	0	buy	11064.98	9.420107	12145.18
2017-08-20	9.420948	0.000000	9.499505	0.000000	0	0	close	11074.30	0.000000	12154.50
2017-08-21	9.419372	0.000000	0.000000	9.317849	0	1	sell	11074.30	0.000000	12154.50
2017-08-21	9.419372	0.000000	0.000000	9.317849	0	0	close	11074.30	0.000000	12154.50
2017-08-22	9.394569	0.000000	0.000000	9.314780	0	1	sell	11074.30	0.000000	12154.50
2017-08-22	9.394569	0.000000	0.000000	9.314780	0	0	close	11074.30	0.000000	12154.50
2017-08-23	9.432138	0.000000	9.498386	0.000000	0	0	0	11074.30	0.000000	12154.50
2017-08-23	9.432138	0.000000	9.498386	0.000000	0	0	0	11074.30	0.000000	12154.50
2017-08-24	9.395087	0.000000	9.498300	0.000000	0	0	0	11074.30	0.000000	12154.50
2017-08-24	9.395087	0.000000	9.498300	0.000000	0	0	0	11074.30	0.000000	12154.50
2017-08-27	9.393602	0.000000	9.497870	0.000000	1	0	buy	11074.30	9.393602	12163.90
2017-08-27	9.394441	0.000000	9.498709	0.000000	0	0	close	11083.59	0.000000	12173.19
2017-08-28	9.400973	0.000000	9.500775	0.000000	1	0	buy	11083.59	9.400973	12182.59
2017-08-28	9.401812	0.000000	9.501613	0.000000	0	0	close	11092.89	0.000000	12191.89
2017-08-29	9.449773	0.000000	9.501527	0.000000	0	0	0	11092.89	0.000000	12191.89
2017-08-29	9.449773	0.000000	9.501527	0.000000	0	0	0	11092.89	0.000000	12191.89
2017-08-30	9.353255	0.000000	9.318309	0.000000	0	1	sell	11092.89	0.000000	12191.89
2017-08-30	9.353255	0.000000	9.318309	0.000000	0	0	close	11092.89	0.000000	12191.89
2017-08-31	9.362889	0.000000	9.321195	0.000000	1	0	buy	11092.89	9.362889	12201.25
2017-08-31	9.363724	0.000000	9.322030	0.000000	0	0	close	11102.15	0.000000	12210.51
2017-09-03	9.364347	0.000000	9.316519	0.000000	1	0	buy	11102.15	9.364347	12219.87
2017-09-03	9.365181	0.000000	9.317353	0.000000	0	0	close	11111.41	0.000000	12229.13
2017-09-04	9.372768	0.000000	9.504575	0.000000	1	0	buy	11111.41	9.372768	12238.51
2017-09-04	9.373602	0.000000	9.505409	0.000000	0	0	close	11120.67	0.000000	12247.77
2017-09-05	9.405777	0.000000	9.316566	0.000000	1	0	buy	11120.67	9.405777	12257.18
2017-09-05	9.406613	0.000000	9.317402	0.000000	0	0	close	11129.97	0.000000	12266.48
2017-09-06	9.433896	0.000000	0.000000	9.328353	0	1	sell	11129.97	0.000000	12266.48
2017-09-06	9.433896	0.000000	0.000000	9.328353	0	0	close	11129.97	0.000000	12266.48
2017-09-07	9.467044	0.000000	0.000000	9.329916	1	0	buy	11129.97	9.467044	12275.95
2017-09-07	9.467885	0.000000	0.000000	9.330757	0	0	close	11139.33	0.000000	12285.31
2017-09-10	9.551379	0.000000	0.000000	9.353475	0	1	sell	11139.33	0.000000	12285.31
2017-09-10	9.551379	0.000000	0.000000	9.353475	0	0	close	11139.33	0.000000	12285.31
2017-09-11	9.468684	0.000000	0.000000	9.335493	0	0	0	11139.33	0.000000	12285.31
2017-09-11	9.468684	0.000000	0.000000	9.335493	0	0	0	11139.33	0.000000	12285.31
2017-09-12	9.405526	0.000000	9.318860	0.000000	0	1	sell	11139.33	0.000000	12285.31
2017-09-12	9.405526	0.000000	9.318860	0.000000	0	0	close	11139.33	0.000000	12285.31
2017-09-13	9.360151	0.000000	9.327471	0.000000	0	1	sell	11139.33	0.000000	12285.31
2017-09-13	9.360151	0.000000	9.327471	0.000000	0	0	close	11139.33	0.000000	12285.31
2017-09-14	9.336448	0.000000	9.330512	0.000000	0	1	sell	11139.33	0.000000	12285.31
2017-09-14	9.336448	0.000000	9.330512	0.000000	0	0	close	11139.33	0.000000	12285.31
2017-09-17	9.357999	0.000000	9.345612	0.000000	0	1	sell	11139.33	0.000000	12285.31
2017-09-17	9.357999	0.000000	9.345612	0.000000	0	0	close	11139.33	0.000000	12285.31
2017-09-18	0.000000	9.318262	9.359332	0.000000	0	1	sell	11139.33	9.318262	12294.63
2017-09-18	0.000000	9.319089	9.360158	0.000000	0	0	close	11148.54	0.000000	12303.84
2017-09-19	9.319344	0.000000	9.372069	0.000000	1	0	buy	11148.54	9.319344	12313.15
2017-09-19	9.320170	0.000000	9.372894	0.000000	0	0	close	11157.76	0.000000	12322.37
2017-09-20	9.320146	0.000000	9.363058	0.000000	0	0	0	11157.76	0.000000	12322.37
2017-09-20	9.320146	0.000000	9.363058	0.000000	0	0	0	11157.76	0.000000	12322.37
2017-09-21	0.000000	9.326900	9.438217	0.000000	1	0	buy	11157.76	0.000000	12322.37
2017-09-21	0.000000	9.326900	9.438217	0.000000	0	0	close	11157.76	0.000000	12322.37
2017-09-24	9.320360	0.000000	9.426155	0.000000	0	0	0	11157.76	0.000000	12322.37
2017-09-24	9.320360	0.000000	9.426155	0.000000	0	0	0	11157.76	0.000000	12322.37
2017-09-25	9.321117	0.000000	9.425647	0.000000	0	0	0	11157.76	0.000000	12322.37
2017-09-25	9.321117	0.000000	9.425647	0.000000	0	0	0	11157.76	0.000000	12322.37
2017-09-26	0.000000	9.319899	9.330183	0.000000	0	0	0	11157.76	0.000000	12322.37
2017-09-26	0.000000	9.319899	9.330183	0.000000	0	0	0	11157.76	0.000000	12322.37
2017-09-27	0.000000	9.337509	9.474752	0.000000	1	0	buy	11157.76	0.000000	12322.37
2017-09-27	0.000000	9.337509	9.474752	0.000000	0	0	close	11157.76	0.000000	12322.37
2017-09-28	0.000000	9.332006	9.487704	0.000000	1	0	buy	11157.76	0.000000	12322.37
2017-09-28	0.000000	9.332006	9.487704	0.000000	0	0	close	11157.76	0.000000	12322.37
2017-10-01	0.000000	9.329247	9.468955	0.000000	0	0	0	11157.76	0.000000	12322.37
2017-10-01	0.000000	9.329247	9.468955	0.000000	0	0	0	11157.76	0.000000	12322.37
2017-10-02	0.000000	9.341121	9.462421	0.000000	0	1	sell	11157.76	9.341121	12331.71
2017-10-02	0.000000	9.341948	9.463249	0.000000	0	0	close	11166.99	0.000000	12340.94
2017-10-03	0.000000	9.343453	9.469295	0.000000	1	0	buy	11166.99	0.000000	12340.94
2017-10-03	0.000000	9.343453	9.469295	0.000000	0	0	close	11166.99	0.000000	12340.94
2017-10-04	0.000000	9.330241	9.447204	0.000000	0	0	0	11166.99	0.000000	12340.94
2017-10-04	0.000000	9.330241	9.447204	0.000000	0	0	0	11166.99	0.000000	12340.94
2017-10-05	0.000000	9.331678	9.464612	0.000000	0	1	sell	11166.99	9.331678	12350.27
2017-10-05	0.000000	9.332503	9.465438	0.000000	0	0	close	11176.21	0.000000	12359.49
2017-10-08	0.000000	9.342143	9.492384	0.000000	1	0	buy	11176.21	0.000000	12359.49
2017-10-08	0.000000	9.342143	9.492384	0.000000	0	0	close	11176.21	0.000000	12359.49
2017-10-09	0.000000	9.337925	9.440020	0.000000	1	0	buy	11176.21	0.000000	12359.49
2017-10-09	0.000000	9.337925	9.440020	0.000000	0	0	close	11176.21	0.000000	12359.49
2017-10-10	0.000000	9.326063	9.450894	0.000000	0	0	0	11176.21	0.000000	12359.49
2017-10-10	0.000000	9.326063	9.450894	0.000000	0	0	0	11176.21	0.000000	12359.49
2017-10-11	0.000000	9.329334	9.420925	0.000000	0	0	0	11176.21	0.000000	12359.49
2017-10-11	0.000000	9.329334	9.420925	0.000000	0	0	0	11176.21	0.000000	12359.49
2017-10-12	0.000000	9.329290	9.408094	0.000000	1	0	buy	11176.21	0.000000	12359.49
2017-10-12	0.000000	9.329290	9.408094	0.000000	0	0	close	11176.21	0.000000	12359.49
2017-10-15	0.000000	9.321851	9.391849	0.000000	0	0	0	11176.21	0.000000	12359.49
2017-10-15	0.000000	9.321851	9.391849	0.000000	0	0	0	11176.21	0.000000	12359.49
2017-10-16	0.000000	9.322290	9.384490	0.000000	0	0	0	11176.21	0.000000	12359.49
2017-10-16	0.000000	9.322290	9.384490	0.000000	0	0	0	11176.21	0.000000	12359.49
2017-10-17	0.000000	9.325899	9.416642	0.000000	0	1	sell	11176.21	9.325899	12368.82
2017-10-17	0.000000	9.326723	9.417466	0.000000	0	0	close	11185.42	0.000000	12378.03
2017-10-18	0.000000	9.328655	9.455700	0.000000	0	1	sell	11185.42	9.328655	12387.36
2017-10-18	0.000000	9.329478	9.456523	0.000000	0	0	close	11194.64	0.000000	12396.58
2017-10-19	0.000000	9.333896	9.465241	0.000000	0	1	sell	11194.64	9.333896	12405.91
2017-10-19	0.000000	9.334720	9.466065	0.000000	0	0	close	11203.86	0.000000	12415.13
2017-10-22	0.000000	9.343754	9.506327	0.000000	0	0	0	11203.86	0.000000	12415.13
2017-10-22	0.000000	9.343754	9.506327	0.000000	0	0	0	11203.86	0.000000	12415.13
2017-10-23	0.000000	9.392418	9.547259	0.000000	1	0	buy	11203.86	0.000000	12415.13
2017-10-23	0.000000	9.392418	9.547259	0.000000	0	0	close	11203.86	0.000000	12415.13
2017-10-24	0.000000	9.367184	9.538655	0.000000	0	1	sell	11203.86	9.367184	12424.50
2017-10-24	0.000000	9.368010	9.539480	0.000000	0	0	close	11213.11	0.000000	12433.75
2017-10-25	0.000000	9.388228	9.563988	0.000000	1	0	buy	11213.11	0.000000	12433.75
2017-10-25	0.000000	9.388228	9.563988	0.000000	0	0	close	11213.11	0.000000	12433.75
2017-10-26	0.000000	9.369095	9.552181	0.000000	0	1	sell	11213.11	9.369095	12443.12
2017-10-26	0.000000	9.369920	9.553006	0.000000	0	0	close	11222.37	0.000000	12452.38
2017-10-30	0.000000	9.398748	9.585152	0.000000	1	0	buy	11222.37	0.000000	12452.38
2017-10-30	0.000000	9.398748	9.585152	0.000000	0	0	close	11222.37	0.000000	12452.38
2017-10-31	0.000000	9.369179	9.527636	0.000000	1	0	buy	11222.37	0.000000	12452.38
2017-10-31	0.000000	9.369179	9.527636	0.000000	0	0	close	11222.37	0.000000	12452.38
2017-11-01	0.000000	9.364617	9.502346	0.000000	0	0	0	11222.37	0.000000	12452.38
2017-11-01	0.000000	9.364617	9.502346	0.000000	0	0	0	11222.37	0.000000	12452.38
2017-11-02	0.000000	9.388300	9.568224	0.000000	0	0	0	11222.37	0.000000	12452.38
2017-11-02	0.000000	9.388300	9.568224	0.000000	0	0	0	11222.37	0.000000	12452.38
2017-11-03	0.000000	9.390453	9.554969	0.000000	0	1	sell	11222.37	9.390453	12461.77
2017-11-03	0.000000	9.391279	9.555795	0.000000	0	0	close	11231.64	0.000000	12471.04
2017-11-06	0.000000	9.403247	9.585978	0.000000	0	1	sell	11231.64	9.403247	12480.45
2017-11-06	0.000000	9.404073	9.586805	0.000000	0	0	close	11240.93	0.000000	12489.73
2017-11-07	0.000000	9.406350	9.610647	0.000000	1	0	buy	11240.93	0.000000	12489.73
2017-11-07	0.000000	9.406350	9.610647	0.000000	0	0	close	11240.93	0.000000	12489.73
2017-11-08	0.000000	9.403571	9.563418	0.000000	1	0	buy	11240.93	0.000000	12489.73
2017-11-08	0.000000	9.403571	9.563418	0.000000	0	0	close	11240.93	0.000000	12489.73
2017-11-09	0.000000	9.379877	9.538778	0.000000	0	1	sell	11240.93	9.379877	12499.11
2017-11-09	0.000000	9.380701	9.539602	0.000000	0	0	close	11250.19	0.000000	12508.37
2017-11-10	0.000000	9.378579	9.369186	0.000000	1	0	buy	11250.19	0.000000	12508.37
2017-11-10	0.000000	9.378579	9.369186	0.000000	0	0	close	11250.19	0.000000	12508.37
2017-11-13	0.000000	9.376857	9.369872	0.000000	0	0	0	11250.19	0.000000	12508.37
2017-11-13	0.000000	9.376857	9.369872	0.000000	0	0	0	11250.19	0.000000	12508.37
2017-11-14	0.000000	9.373745	9.509855	0.000000	0	1	sell	11250.19	9.373745	12517.75
2017-11-14	0.000000	9.374567	9.510677	0.000000	0	0	close	11259.45	0.000000	12527.00
2017-11-15	0.000000	9.378929	9.528925	0.000000	1	0	buy	11259.45	0.000000	12527.00
2017-11-15	0.000000	9.378929	9.528925	0.000000	0	0	close	11259.45	0.000000	12527.00
2017-11-20	0.000000	9.344790	9.495101	0.000000	1	0	buy	11259.45	0.000000	12527.00
2017-11-20	0.000000	9.344790	9.495101	0.000000	0	0	close	11259.45	0.000000	12527.00
2017-11-21	0.000000	9.332603	9.422951	0.000000	0	1	sell	11259.45	9.332603	12536.34
2017-11-21	0.000000	9.333421	9.423769	0.000000	0	0	close	11268.66	0.000000	12545.55
2017-11-22	0.000000	9.336266	9.443391	0.000000	1	0	buy	11268.66	0.000000	12545.55
2017-11-22	0.000000	9.336266	9.443391	0.000000	0	0	close	11268.66	0.000000	12545.55
2017-11-23	9.329783	0.000000	9.414594	0.000000	0	0	0	11268.66	0.000000	12545.55
2017-11-23	9.329783	0.000000	9.414594	0.000000	0	0	0	11268.66	0.000000	12545.55
2017-11-24	9.330974	0.000000	9.361906	0.000000	0	1	sell	11268.66	0.000000	12545.55
2017-11-24	9.330974	0.000000	9.361906	0.000000	0	0	close	11268.66	0.000000	12545.55
2017-11-27	9.329887	0.000000	9.372550	0.000000	0	1	sell	11268.66	0.000000	12545.55
2017-11-27	9.329887	0.000000	9.372550	0.000000	0	0	close	11268.66	0.000000	12545.55
2017-11-28	9.335783	0.000000	9.378965	0.000000	0	0	0	11268.66	0.000000	12545.55
2017-11-28	9.335783	0.000000	9.378965	0.000000	0	0	0	11268.66	0.000000	12545.55
2017-11-29	9.332717	0.000000	9.362519	0.000000	0	1	sell	11268.66	0.000000	12545.55
2017-11-29	9.332717	0.000000	9.362519	0.000000	0	0	close	11268.66	0.000000	12545.55
2017-11-30	9.329781	0.000000	9.403138	0.000000	0	1	sell	11268.66	0.000000	12545.55
2017-11-30	9.329781	0.000000	9.403138	0.000000	0	0	close	11268.66	0.000000	12545.55
2017-12-01	0.000000	9.331488	9.423354	0.000000	0	1	sell	11268.66	9.331488	12554.88
2017-12-01	0.000000	9.332305	9.424171	0.000000	0	0	close	11277.88	0.000000	12564.09
2017-12-04	0.000000	9.331458	9.458244	0.000000	0	1	sell	11277.88	9.331458	12573.43
2017-12-04	0.000000	9.332274	9.459060	0.000000	0	0	close	11287.09	0.000000	12582.64
2017-12-05	0.000000	9.360863	9.476356	0.000000	1	0	buy	11287.09	0.000000	12582.64
2017-12-05	0.000000	9.360863	9.476356	0.000000	0	0	close	11287.09	0.000000	12582.64
2017-12-06	0.000000	9.342972	9.448688	0.000000	1	0	buy	11287.09	0.000000	12582.64
2017-12-06	0.000000	9.342972	9.448688	0.000000	0	0	close	11287.09	0.000000	12582.64
2017-12-07	0.000000	9.337375	9.448537	0.000000	0	0	0	11287.09	0.000000	12582.64
2017-12-07	0.000000	9.337375	9.448537	0.000000	0	0	0	11287.09	0.000000	12582.64
2017-12-08	0.000000	9.345834	9.507502	0.000000	0	1	sell	11287.09	9.345834	12591.98
2017-12-08	0.000000	9.346651	9.508319	0.000000	0	0	close	11296.31	0.000000	12601.21
2017-12-11	0.000000	9.375402	9.531320	0.000000	0	0	0	11296.31	0.000000	12601.21
2017-12-11	0.000000	9.375402	9.531320	0.000000	0	0	0	11296.31	0.000000	12601.21
2017-12-12	0.000000	9.374281	9.506538	0.000000	0	1	sell	11296.31	9.374281	12610.58
2017-12-12	0.000000	9.375100	9.507357	0.000000	0	0	close	11305.56	0.000000	12619.83
2017-12-13	0.000000	9.395167	9.507950	0.000000	1	0	buy	11305.56	0.000000	12619.83
2017-12-13	0.000000	9.395167	9.507950	0.000000	0	0	close	11305.56	0.000000	12619.83
2017-12-14	0.000000	9.371118	9.507865	0.000000	0	0	0	11305.56	0.000000	12619.83
2017-12-14	0.000000	9.371118	9.507865	0.000000	0	0	0	11305.56	0.000000	12619.83
2017-12-15	0.000000	9.348664	9.506848	0.000000	1	0	buy	11305.56	0.000000	12619.83
2017-12-15	0.000000	9.348664	9.506848	0.000000	0	0	close	11305.56	0.000000	12619.83
2017-12-18	0.000000	9.340669	9.432716	0.000000	0	1	sell	11305.56	9.340669	12629.18
2017-12-18	0.000000	9.341484	9.433531	0.000000	0	0	close	11314.78	0.000000	12638.39
2017-12-19	0.000000	9.344219	9.449115	0.000000	0	1	sell	11314.78	9.344219	12647.74
2017-12-19	0.000000	9.345034	9.449930	0.000000	0	0	close	11324.00	0.000000	12656.96
2017-12-20	0.000000	9.352460	9.470531	0.000000	0	1	sell	11324.00	9.352460	12666.31
2017-12-20	0.000000	9.353275	9.471346	0.000000	0	0	close	11333.23	0.000000	12675.54
2017-12-21	0.000000	9.366652	9.495636	0.000000	0	1	sell	11333.23	9.366652	12684.91
2017-12-21	0.000000	9.367467	9.496451	0.000000	0	0	close	11342.47	0.000000	12694.15
2017-12-22	0.000000	9.385389	9.513162	0.000000	0	0	0	11342.47	0.000000	12694.15
2017-12-22	0.000000	9.385389	9.513162	0.000000	0	0	0	11342.47	0.000000	12694.15
2017-12-26	0.000000	9.379382	9.507741	0.000000	0	0	0	11342.47	0.000000	12694.15
2017-12-26	0.000000	9.379382	9.507741	0.000000	0	0	0	11342.47	0.000000	12694.15
2017-12-27	0.000000	9.384510	9.507488	0.000000	1	0	buy	11342.47	0.000000	12694.15
2017-12-27	0.000000	9.384510	9.507488	0.000000	0	0	close	11342.47	0.000000	12694.15
2017-12-28	0.000000	9.384613	9.507235	0.000000	1	0	buy	11342.47	0.000000	12694.15
2017-12-28	0.000000	9.384613	9.507235	0.000000	0	0	close	11342.47	0.000000	12694.15
2017-12-29	0.000000	9.359854	9.506898	0.000000	1	0	buy	11342.47	0.000000	12694.15
2017-12-29	0.000000	9.359854	9.506898	0.000000	0	0	close	11342.47	0.000000	12694.15
2018-01-01	0.000000	9.356668	9.464574	0.000000	0	0	0	11342.47	0.000000	12694.15
2018-01-01	0.000000	9.356668	9.464574	0.000000	0	0	0	11342.47	0.000000	12694.15
2018-01-02	0.000000	9.360076	9.505635	0.000000	1	0	buy	11342.47	0.000000	12694.15
2018-01-02	0.000000	9.360076	9.505635	0.000000	0	0	close	11342.47	0.000000	12694.15
2018-01-03	0.000000	9.341823	9.505215	0.000000	0	0	0	11342.47	0.000000	12694.15
2018-01-03	0.000000	9.341823	9.505215	0.000000	0	0	0	11342.47	0.000000	12694.15
2018-01-04	0.000000	9.348453	9.428227	0.000000	0	0	0	11342.47	0.000000	12694.15
2018-01-04	0.000000	9.348453	9.428227	0.000000	0	0	0	11342.47	0.000000	12694.15
2018-01-05	0.000000	9.352537	9.460031	0.000000	0	1	sell	11342.47	9.352537	12703.50
2018-01-05	0.000000	9.353350	9.460844	0.000000	0	0	close	11351.70	0.000000	12712.73
2018-01-08	0.000000	9.356829	9.504936	0.000000	0	0	0	11351.70	0.000000	12712.73
2018-01-08	0.000000	9.356829	9.504936	0.000000	0	0	0	11351.70	0.000000	12712.73
2018-01-09	0.000000	9.357446	9.505020	0.000000	1	0	buy	11351.70	0.000000	12712.73
2018-01-09	0.000000	9.357446	9.505020	0.000000	0	0	close	11351.70	0.000000	12712.73
2018-01-10	0.000000	9.350254	9.481420	0.000000	1	0	buy	11351.70	0.000000	12712.73
2018-01-10	0.000000	9.350254	9.481420	0.000000	0	0	close	11351.70	0.000000	12712.73
2018-01-11	9.337642	0.000000	9.448290	0.000000	0	0	0	11351.70	0.000000	12712.73
2018-01-11	9.337642	0.000000	9.448290	0.000000	0	0	0	11351.70	0.000000	12712.73
2018-01-12	9.337305	0.000000	9.386413	0.000000	1	0	buy	11351.70	9.337305	12722.06
2018-01-12	9.338116	0.000000	9.387224	0.000000	0	0	close	11360.91	0.000000	12731.27
2018-01-15	9.339552	0.000000	9.444271	0.000000	1	0	buy	11360.91	9.339552	12740.61
2018-01-15	9.340362	0.000000	9.445082	0.000000	0	0	close	11370.12	0.000000	12749.83
2018-01-16	9.351136	0.000000	9.361318	0.000000	0	0	0	11370.12	0.000000	12749.83
2018-01-16	9.351136	0.000000	9.361318	0.000000	0	0	0	11370.12	0.000000	12749.83
2018-01-17	9.345944	0.000000	9.356495	0.000000	1	0	buy	11370.12	9.345944	12759.17
2018-01-17	9.346754	0.000000	9.357305	0.000000	0	0	close	11379.34	0.000000	12768.39
2018-01-18	9.362517	0.000000	9.353070	0.000000	0	1	sell	11379.34	0.000000	12768.39
2018-01-18	9.362517	0.000000	9.353070	0.000000	0	0	close	11379.34	0.000000	12768.39
2018-01-19	9.345200	0.000000	9.383022	0.000000	1	0	buy	11379.34	9.345200	12777.73
2018-01-19	9.346010	0.000000	9.383832	0.000000	0	0	close	11388.55	0.000000	12786.95
2018-01-22	9.355321	0.000000	9.359320	0.000000	0	1	sell	11388.55	0.000000	12786.95
2018-01-22	9.355321	0.000000	9.359320	0.000000	0	0	close	11388.55	0.000000	12786.95
2018-01-23	9.346813	0.000000	9.364668	0.000000	1	0	buy	11388.55	9.346813	12796.30
2018-01-23	9.347622	0.000000	9.365477	0.000000	0	0	close	11397.77	0.000000	12805.51
2018-01-24	9.362165	0.000000	9.366170	0.000000	1	0	buy	11397.77	9.362165	12814.88
2018-01-24	9.362974	0.000000	9.366979	0.000000	0	0	close	11407.00	0.000000	12824.11
2018-01-25	9.438795	0.000000	9.343115	0.000000	1	0	buy	11407.00	9.438795	12833.55
2018-01-25	9.439610	0.000000	9.343930	0.000000	0	0	close	11416.31	0.000000	12842.85
2018-01-26	9.446448	0.000000	0.000000	9.346835	0	1	sell	11416.31	0.000000	12842.85
2018-01-26	9.446448	0.000000	0.000000	9.346835	0	0	close	11416.31	0.000000	12842.85
2018-01-29	9.483815	0.000000	0.000000	9.343050	0	0	0	11416.31	0.000000	12842.85
2018-01-29	9.483815	0.000000	0.000000	9.343050	0	0	0	11416.31	0.000000	12842.85
2018-01-30	9.450074	0.000000	0.000000	9.354149	0	1	sell	11416.31	0.000000	12842.85
2018-01-30	9.450074	0.000000	0.000000	9.354149	0	0	close	11416.31	0.000000	12842.85
2018-01-31	9.461144	0.000000	0.000000	9.348972	0	1	sell	11416.31	0.000000	12842.85
2018-01-31	9.461144	0.000000	0.000000	9.348972	0	0	close	11416.31	0.000000	12842.85
2018-02-01	9.440576	0.000000	9.373499	0.000000	0	0	0	11416.31	0.000000	12842.85
2018-02-01	9.440576	0.000000	9.373499	0.000000	0	0	0	11416.31	0.000000	12842.85
2018-02-02	9.409188	0.000000	0.000000	9.344086	0	1	sell	11416.31	0.000000	12842.85
2018-02-02	9.409188	0.000000	0.000000	9.344086	0	0	close	11416.31	0.000000	12842.85
2018-02-05	9.400451	0.000000	9.350894	0.000000	0	0	0	11416.31	0.000000	12842.85
2018-02-05	9.400451	0.000000	9.350894	0.000000	0	0	0	11416.31	0.000000	12842.85
2018-02-06	9.383605	0.000000	9.345937	0.000000	0	0	0	11416.31	0.000000	12842.85
2018-02-06	9.383605	0.000000	9.345937	0.000000	0	0	0	11416.31	0.000000	12842.85
2018-02-07	9.459297	0.000000	0.000000	9.344077	0	0	0	11416.31	0.000000	12842.85
2018-02-07	9.459297	0.000000	0.000000	9.344077	0	0	0	11416.31	0.000000	12842.85
2018-02-08	9.415833	0.000000	0.000000	9.343580	0	1	sell	11416.31	0.000000	12842.85
2018-02-08	9.415833	0.000000	0.000000	9.343580	0	0	close	11416.31	0.000000	12842.85
2018-02-09	9.425309	0.000000	0.000000	9.344773	1	0	buy	11416.31	9.425309	12852.28
2018-02-09	9.426122	0.000000	0.000000	9.345587	0	0	close	11425.60	0.000000	12861.57
2018-02-12	9.452034	0.000000	0.000000	9.351108	1	0	buy	11425.60	9.452034	12871.02
2018-02-12	9.452850	0.000000	0.000000	9.351923	0	0	close	11434.92	0.000000	12880.34
2018-02-13	9.459896	0.000000	9.365013	0.000000	1	0	buy	11434.92	9.459896	12889.80
2018-02-13	9.460711	0.000000	9.365828	0.000000	0	0	close	11444.25	0.000000	12899.13
2018-02-14	9.555774	0.000000	9.368113	0.000000	1	0	buy	11444.25	9.555774	12908.68
2018-02-14	9.556597	0.000000	9.368935	0.000000	0	0	close	11453.67	0.000000	12918.10
2018-02-15	9.613423	0.000000	0.000000	9.407888	1	0	buy	11453.67	9.613423	12927.72
2018-02-15	9.614251	0.000000	0.000000	9.408715	0	0	close	11463.15	0.000000	12937.20
2018-02-16	9.667415	0.000000	0.000000	9.466718	1	0	buy	11463.15	9.667415	12946.86
2018-02-16	9.668246	0.000000	0.000000	9.467549	0	0	close	11472.68	0.000000	12956.39
2018-02-19	9.709195	0.000000	0.000000	9.549419	0	1	sell	11472.68	0.000000	12956.39
2018-02-19	9.709195	0.000000	0.000000	9.549419	0	0	close	11472.68	0.000000	12956.39
2018-02-20	9.657428	0.000000	0.000000	9.489762	0	1	sell	11472.68	0.000000	12956.39
2018-02-20	9.657428	0.000000	0.000000	9.489762	0	0	close	11472.68	0.000000	12956.39
2018-02-21	9.613396	0.000000	0.000000	9.428633	0	1	sell	11472.68	0.000000	12956.39
2018-02-21	9.613396	0.000000	0.000000	9.428633	0	0	close	11472.68	0.000000	12956.39
2018-02-22	9.545936	0.000000	0.000000	9.402815	1	0	buy	11472.68	9.545936	12965.94
2018-02-22	9.546756	0.000000	0.000000	9.403635	0	0	close	11482.09	0.000000	12975.35
2018-02-23	9.611909	0.000000	0.000000	9.411599	1	0	buy	11482.09	9.611909	12984.96
2018-02-23	9.612734	0.000000	0.000000	9.412424	0	0	close	11491.56	0.000000	12994.43
2018-02-26	9.622051	0.000000	0.000000	9.468589	1	0	buy	11491.56	9.622051	13004.06
2018-02-26	9.622876	0.000000	0.000000	9.469413	0	0	close	11501.04	0.000000	13013.54
2018-02-27	9.636188	0.000000	0.000000	9.461939	0	1	sell	11501.04	0.000000	13013.54
2018-02-27	9.636188	0.000000	0.000000	9.461939	0	0	close	11501.04	0.000000	13013.54
2018-02-28	9.594082	0.000000	0.000000	9.416707	1	0	buy	11501.04	9.594082	13023.13
2018-02-28	9.594904	0.000000	0.000000	9.417529	0	0	close	11510.50	0.000000	13032.59
2018-03-01	9.624408	0.000000	0.000000	9.428041	1	0	buy	11510.50	9.624408	13042.21
2018-03-01	9.625231	0.000000	0.000000	9.428864	0	0	close	11519.98	0.000000	13051.70
2018-03-02	9.625498	0.000000	0.000000	9.458963	0	0	0	11519.98	0.000000	13051.70
2018-03-02	9.625498	0.000000	0.000000	9.458963	0	0	0	11519.98	0.000000	13051.70
2018-03-05	9.755327	0.000000	0.000000	9.353431	0	0	0	11519.98	0.000000	13051.70
2018-03-05	9.755327	0.000000	0.000000	9.353431	0	0	0	11519.98	0.000000	13051.70
2018-03-06	0.000000	9.362850	0.000000	9.351892	0	0	0	11519.98	0.000000	13051.70
2018-03-06	0.000000	9.362850	0.000000	9.351892	0	0	0	11519.98	0.000000	13051.70
2018-03-07	0.000000	9.362824	9.351948	0.000000	0	0	0	11519.98	0.000000	13051.70
2018-03-07	0.000000	9.362824	9.351948	0.000000	0	0	0	11519.98	0.000000	13051.70
2018-03-08	0.000000	9.362645	0.000000	9.352641	0	0	0	11519.98	0.000000	13051.70
2018-03-08	0.000000	9.362645	0.000000	9.352641	0	0	0	11519.98	0.000000	13051.70
2018-03-09	0.000000	9.362468	9.351880	0.000000	0	0	0	11519.98	0.000000	13051.70
2018-03-09	0.000000	9.362468	9.351880	0.000000	0	0	0	11519.98	0.000000	13051.70
2018-03-12	0.000000	9.362367	9.354824	0.000000	0	0	0	11519.98	0.000000	13051.70
2018-03-12	0.000000	9.362367	9.354824	0.000000	0	0	0	11519.98	0.000000	13051.70
2018-03-13	0.000000	9.362192	0.000000	9.489021	0	1	sell	11519.98	9.362192	13061.06
2018-03-13	0.000000	9.362992	0.000000	9.489821	0	0	close	11529.20	0.000000	13070.28
2018-03-14	0.000000	9.362967	0.000000	9.451091	0	0	0	11529.20	0.000000	13070.28
2018-03-14	0.000000	9.362967	0.000000	9.451091	0	0	0	11529.20	0.000000	13070.28
2018-03-15	0.000000	9.362893	0.000000	9.353324	0	0	0	11529.20	0.000000	13070.28
2018-03-15	0.000000	9.362893	0.000000	9.353324	0	0	0	11529.20	0.000000	13070.28
2018-03-16	0.000000	9.362794	0.000000	9.352638	0	0	0	11529.20	0.000000	13070.28
2018-03-16	0.000000	9.362794	0.000000	9.352638	0	0	0	11529.20	0.000000	13070.28
2018-03-19	0.000000	9.362524	0.000000	9.524310	0	0	0	11529.20	0.000000	13070.28
2018-03-19	0.000000	9.362524	0.000000	9.524310	0	0	0	11529.20	0.000000	13070.28
2018-03-20	0.000000	9.361297	0.000000	9.541990	0	1	sell	11529.20	9.361297	13079.64
2018-03-20	0.000000	9.362097	0.000000	9.542789	0	0	close	11538.42	0.000000	13088.86
2018-03-21	0.000000	9.362097	0.000000	9.499898	0	0	0	11538.42	0.000000	13088.86
2018-03-21	0.000000	9.362097	0.000000	9.499898	0	0	0	11538.42	0.000000	13088.86
2018-03-22	0.000000	9.362396	0.000000	9.511828	0	0	0	11538.42	0.000000	13088.86
2018-03-22	0.000000	9.362396	0.000000	9.511828	0	0	0	11538.42	0.000000	13088.86
2018-03-23	0.000000	9.362512	0.000000	9.573469	0	0	0	11538.42	0.000000	13088.86
2018-03-23	0.000000	9.362512	0.000000	9.573469	0	0	0	11538.42	0.000000	13088.86
2018-03-25	0.000000	9.362536	0.000000	9.622933	0	0	0	11538.42	0.000000	13088.86
2018-03-25	0.000000	9.362536	0.000000	9.622933	0	0	0	11538.42	0.000000	13088.86
2018-03-26	0.000000	9.362630	0.000000	9.617063	0	0	0	11538.42	0.000000	13088.86
2018-03-26	0.000000	9.362630	0.000000	9.617063	0	0	0	11538.42	0.000000	13088.86
2018-03-27	9.718989	0.000000	0.000000	9.554346	0	1	sell	11538.42	0.000000	13088.86
2018-03-27	9.718989	0.000000	0.000000	9.554346	0	0	close	11538.42	0.000000	13088.86
2018-03-28	0.000000	9.362676	0.000000	9.525700	0	1	sell	11538.42	9.362676	13098.22
2018-03-28	0.000000	9.363475	0.000000	9.526499	0	0	close	11547.64	0.000000	13107.44
2018-03-29	0.000000	9.363546	0.000000	9.476417	0	0	0	11547.64	0.000000	13107.44
2018-03-29	0.000000	9.363546	0.000000	9.476417	0	0	0	11547.64	0.000000	13107.44
2018-04-01	9.670895	0.000000	0.000000	9.527936	0	1	sell	11547.64	0.000000	13107.44
2018-04-01	9.670895	0.000000	0.000000	9.527936	0	0	close	11547.64	0.000000	13107.44
2018-04-02	0.000000	9.363617	0.000000	9.512379	0	0	0	11547.64	0.000000	13107.44
2018-04-02	0.000000	9.363617	0.000000	9.512379	0	0	0	11547.64	0.000000	13107.44
2018-04-03	0.000000	9.363617	0.000000	9.514033	0	1	sell	11547.64	9.363617	13116.80
2018-04-03	0.000000	9.364415	0.000000	9.514831	0	0	close	11556.86	0.000000	13126.02
2018-04-04	0.000000	9.364487	0.000000	9.505062	0	0	0	11556.86	0.000000	13126.02
2018-04-04	0.000000	9.364487	0.000000	9.505062	0	0	0	11556.86	0.000000	13126.02
2018-04-05	9.613523	0.000000	0.000000	9.429958	0	0	0	11556.86	0.000000	13126.02
2018-04-05	9.613523	0.000000	0.000000	9.429958	0	0	0	11556.86	0.000000	13126.02
2018-04-08	9.593015	0.000000	0.000000	9.446735	1	0	buy	11556.86	9.593015	13135.62
2018-04-08	9.593832	0.000000	0.000000	9.447552	0	0	close	11566.31	0.000000	13145.07
2018-04-09	9.607963	0.000000	0.000000	9.464655	0	1	sell	11566.31	0.000000	13145.07
2018-04-09	9.607963	0.000000	0.000000	9.464655	0	0	close	11566.31	0.000000	13145.07
2018-04-10	9.619661	0.000000	0.000000	9.446115	1	0	buy	11566.31	9.619661	13154.69
2018-04-10	9.620480	0.000000	0.000000	9.446934	0	0	close	11575.78	0.000000	13164.16
2018-04-11	0.000000	9.366314	0.000000	9.474157	0	1	sell	11575.78	9.366314	13173.53
2018-04-11	0.000000	9.367110	0.000000	9.474953	0	0	close	11585.00	0.000000	13182.75
2018-04-12	9.612145	0.000000	9.365140	0.000000	0	0	0	11585.00	0.000000	13182.75
2018-04-12	9.612145	0.000000	9.365140	0.000000	0	0	0	11585.00	0.000000	13182.75
2018-04-15	9.566354	0.000000	9.365607	0.000000	1	0	buy	11585.00	9.566354	13192.31
2018-04-15	9.567166	0.000000	9.366420	0.000000	0	0	close	11594.42	0.000000	13201.73
2018-04-16	9.584315	0.000000	0.000000	9.444484	0	0	0	11594.42	0.000000	13201.73
2018-04-16	9.584315	0.000000	0.000000	9.444484	0	0	0	11594.42	0.000000	13201.73
2018-04-17	0.000000	9.367947	0.000000	9.467596	0	1	sell	11594.42	9.367947	13211.10
2018-04-17	0.000000	9.368742	0.000000	9.468391	0	0	close	11603.64	0.000000	13220.32
2018-04-18	9.607735	0.000000	9.364788	0.000000	0	0	0	11603.64	0.000000	13220.32
2018-04-18	9.607735	0.000000	9.364788	0.000000	0	0	0	11603.64	0.000000	13220.32
2018-04-19	0.000000	9.368790	0.000000	9.447164	0	1	sell	11603.64	9.368790	13229.69
2018-04-19	0.000000	9.369585	0.000000	9.447958	0	0	close	11612.86	0.000000	13238.91
2018-04-22	0.000000	9.369609	0.000000	9.423930	0	1	sell	11612.86	9.369609	13248.28
2018-04-22	0.000000	9.370402	0.000000	9.424723	0	0	close	11622.08	0.000000	13257.50
2018-04-23	9.535542	0.000000	0.000000	9.382352	0	1	sell	11622.08	0.000000	13257.50
2018-04-23	9.535542	0.000000	0.000000	9.382352	0	0	close	11622.08	0.000000	13257.50
2018-04-24	9.458578	0.000000	9.390304	0.000000	1	0	buy	11622.08	9.458578	13266.96
2018-04-24	9.459379	0.000000	9.391105	0.000000	0	0	close	11631.39	0.000000	13276.26
2018-04-25	9.455126	0.000000	0.000000	9.365217	0	0	0	11631.39	0.000000	13276.26
2018-04-25	9.455126	0.000000	0.000000	9.365217	0	0	0	11631.39	0.000000	13276.26
2018-04-26	9.433575	0.000000	0.000000	9.365156	0	1	sell	11631.39	0.000000	13276.26
2018-04-26	9.433575	0.000000	0.000000	9.365156	0	0	close	11631.39	0.000000	13276.26
2018-04-29	9.437290	0.000000	0.000000	9.363898	1	0	buy	11631.39	9.437290	13285.70
2018-04-29	9.438088	0.000000	0.000000	9.364696	0	0	close	11640.68	0.000000	13294.99
2018-04-30	9.442646	0.000000	9.391693	0.000000	0	0	0	11640.68	0.000000	13294.99
2018-04-30	9.442646	0.000000	9.391693	0.000000	0	0	0	11640.68	0.000000	13294.99
2018-05-01	9.423872	0.000000	0.000000	9.362316	0	1	sell	11640.68	0.000000	13294.99
2018-05-01	9.423872	0.000000	0.000000	9.362316	0	0	close	11640.68	0.000000	13294.99
2018-05-02	9.399737	0.000000	9.362398	0.000000	1	0	buy	11640.68	9.399737	13304.39
2018-05-02	9.400531	0.000000	9.363192	0.000000	0	0	close	11649.92	0.000000	13313.64
2018-05-03	9.456243	0.000000	0.000000	9.363186	1	0	buy	11649.92	9.456243	13323.09
2018-05-03	9.457041	0.000000	0.000000	9.363984	0	0	close	11659.23	0.000000	13332.40
2018-05-06	9.466797	0.000000	0.000000	9.373373	0	1	sell	11659.23	0.000000	13332.40
2018-05-06	9.466797	0.000000	0.000000	9.373373	0	0	close	11659.23	0.000000	13332.40
2018-05-07	0.000000	9.373642	0.000000	9.367970	0	0	0	11659.23	0.000000	13332.40
2018-05-07	0.000000	9.373642	0.000000	9.367970	0	0	0	11659.23	0.000000	13332.40
2018-05-08	0.000000	9.373642	0.000000	9.370818	0	1	sell	11659.23	9.373642	13341.77
2018-05-08	0.000000	9.374432	0.000000	9.371608	0	0	close	11668.45	0.000000	13350.99
2018-05-09	9.444326	0.000000	0.000000	9.364677	0	1	sell	11668.45	0.000000	13350.99
2018-05-09	9.444326	0.000000	0.000000	9.364677	0	0	close	11668.45	0.000000	13350.99
2018-05-10	9.425454	0.000000	9.364647	0.000000	1	0	buy	11668.45	9.425454	13360.41
2018-05-10	9.426248	0.000000	9.365441	0.000000	0	0	close	11677.72	0.000000	13369.69
2018-05-13	9.436086	0.000000	0.000000	9.368877	0	1	sell	11677.72	0.000000	13369.69
2018-05-13	9.436086	0.000000	0.000000	9.368877	0	0	close	11677.72	0.000000	13369.69
2018-05-14	9.434574	0.000000	0.000000	9.366397	0	1	sell	11677.72	0.000000	13369.69
2018-05-14	9.434574	0.000000	0.000000	9.366397	0	0	close	11677.72	0.000000	13369.69
2018-05-15	9.408667	0.000000	9.369288	0.000000	0	0	0	11677.72	0.000000	13369.69
2018-05-15	9.408667	0.000000	9.369288	0.000000	0	0	0	11677.72	0.000000	13369.69
2018-05-16	9.396773	0.000000	9.367692	0.000000	0	1	sell	11677.72	0.000000	13369.69
2018-05-16	9.396773	0.000000	9.367692	0.000000	0	0	close	11677.72	0.000000	13369.69
2018-05-17	9.391883	0.000000	9.377712	0.000000	0	1	sell	11677.72	0.000000	13369.69
2018-05-17	9.391883	0.000000	9.377712	0.000000	0	0	close	11677.72	0.000000	13369.69
2018-05-20	9.374634	0.000000	9.384941	0.000000	0	1	sell	11677.72	0.000000	13369.69
2018-05-20	9.374634	0.000000	9.384941	0.000000	0	0	close	11677.72	0.000000	13369.69
2018-05-21	9.369813	0.000000	9.397302	0.000000	1	0	buy	11677.72	9.369813	13379.06
2018-05-21	9.370602	0.000000	9.398091	0.000000	0	0	close	11686.93	0.000000	13388.27
2018-05-22	9.372656	0.000000	9.388874	0.000000	1	0	buy	11686.93	9.372656	13397.64
2018-05-22	9.373444	0.000000	9.389663	0.000000	0	0	close	11696.15	0.000000	13406.86
2018-05-23	9.421311	0.000000	9.378852	0.000000	1	0	buy	11696.15	9.421311	13416.28
2018-05-23	9.422103	0.000000	9.379644	0.000000	0	0	close	11705.41	0.000000	13425.55
2018-05-24	9.452529	0.000000	0.000000	9.367988	0	0	0	11705.41	0.000000	13425.55
2018-05-24	9.452529	0.000000	0.000000	9.367988	0	0	0	11705.41	0.000000	13425.55
2018-05-27	9.442077	0.000000	0.000000	9.368467	0	0	0	11705.41	0.000000	13425.55
2018-05-27	9.442077	0.000000	0.000000	9.368467	0	0	0	11705.41	0.000000	13425.55
2018-05-28	9.433135	0.000000	0.000000	9.368326	1	0	buy	11705.41	9.433135	13434.98
2018-05-28	9.433927	0.000000	0.000000	9.369118	0	0	close	11714.69	0.000000	13444.25
2018-05-29	9.491493	0.000000	0.000000	9.374911	1	0	buy	11714.69	9.491493	13453.75
2018-05-29	9.492289	0.000000	0.000000	9.375708	0	0	close	11724.02	0.000000	13463.08
2018-05-30	9.484130	0.000000	0.000000	9.382335	1	0	buy	11724.02	9.484130	13472.56
2018-05-30	9.484925	0.000000	0.000000	9.383130	0	0	close	11733.35	0.000000	13481.89
2018-05-31	9.495569	0.000000	0.000000	9.384462	0	1	sell	11733.35	0.000000	13481.89
2018-05-31	9.495569	0.000000	0.000000	9.384462	0	0	close	11733.35	0.000000	13481.89
2018-06-03	9.464467	0.000000	0.000000	9.370273	0	0	0	11733.35	0.000000	13481.89
2018-06-03	9.464467	0.000000	0.000000	9.370273	0	0	0	11733.35	0.000000	13481.89
2018-06-04	9.429244	0.000000	0.000000	9.370222	0	1	sell	11733.35	0.000000	13481.89
2018-06-04	9.429244	0.000000	0.000000	9.370222	0	0	close	11733.35	0.000000	13481.89
2018-06-05	9.420324	0.000000	9.371136	0.000000	0	1	sell	11733.35	0.000000	13481.89
2018-06-05	9.420324	0.000000	9.371136	0.000000	0	0	close	11733.35	0.000000	13481.89
2018-06-06	9.409105	0.000000	9.371628	0.000000	0	0	0	11733.35	0.000000	13481.89
2018-06-06	9.409105	0.000000	9.371628	0.000000	0	0	0	11733.35	0.000000	13481.89
2018-06-07	9.406434	0.000000	9.416400	0.000000	0	0	0	11733.35	0.000000	13481.89
2018-06-07	9.406434	0.000000	9.416400	0.000000	0	0	0	11733.35	0.000000	13481.89
2018-06-10	9.448918	0.000000	0.000000	9.370407	0	1	sell	11733.35	0.000000	13481.89
2018-06-10	9.448918	0.000000	0.000000	9.370407	0	0	close	11733.35	0.000000	13481.89
2018-06-11	9.426733	0.000000	9.370529	0.000000	0	1	sell	11733.35	0.000000	13481.89
2018-06-11	9.426733	0.000000	9.370529	0.000000	0	0	close	11733.35	0.000000	13481.89
2018-06-12	9.394413	0.000000	9.421619	0.000000	0	0	0	11733.35	0.000000	13481.89
2018-06-12	9.394413	0.000000	9.421619	0.000000	0	0	0	11733.35	0.000000	13481.89
2018-06-13	9.388697	0.000000	9.378151	0.000000	1	0	buy	11733.35	9.388697	13491.28
2018-06-13	9.389483	0.000000	9.378937	0.000000	0	0	close	11742.58	0.000000	13500.51
2018-06-14	9.407675	0.000000	9.373800	0.000000	0	0	0	11742.58	0.000000	13500.51
2018-06-14	9.407675	0.000000	9.373800	0.000000	0	0	0	11742.58	0.000000	13500.51
2018-06-17	9.386143	0.000000	9.386065	0.000000	1	0	buy	11742.58	9.386143	13509.89
2018-06-17	9.386928	0.000000	9.386850	0.000000	0	0	close	11751.80	0.000000	13519.12
2018-06-18	9.398443	0.000000	9.377532	0.000000	1	0	buy	11751.80	9.398443	13528.52
2018-06-18	9.399228	0.000000	9.378318	0.000000	0	0	close	11761.04	0.000000	13537.75
2018-06-19	9.429644	0.000000	9.373068	0.000000	0	1	sell	11761.04	0.000000	13537.75
2018-06-19	9.429644	0.000000	9.373068	0.000000	0	0	close	11761.04	0.000000	13537.75
2018-06-20	9.373460	0.000000	9.374581	0.000000	0	1	sell	11761.04	0.000000	13537.75
2018-06-20	9.373460	0.000000	9.374581	0.000000	0	0	close	11761.04	0.000000	13537.75
2018-06-21	9.405079	0.000000	9.383534	0.000000	1	0	buy	11761.04	9.405079	13547.16
2018-06-21	9.405864	0.000000	9.384320	0.000000	0	0	close	11770.28	0.000000	13556.40
2018-06-24	9.412388	0.000000	9.373715	0.000000	1	0	buy	11770.28	9.412388	13565.81
2018-06-24	9.413174	0.000000	9.374500	0.000000	0	0	close	11779.53	0.000000	13575.06
2018-06-25	9.432722	0.000000	9.374201	0.000000	1	0	buy	11779.53	9.432722	13584.50
2018-06-25	9.433509	0.000000	9.374988	0.000000	0	0	close	11788.80	0.000000	13593.76
2018-06-26	9.421885	0.000000	9.374966	0.000000	0	1	sell	11788.80	0.000000	13593.76
2018-06-26	9.421885	0.000000	9.374966	0.000000	0	0	close	11788.80	0.000000	13593.76
2018-06-27	9.434693	0.000000	9.379694	0.000000	0	0	0	11788.80	0.000000	13593.76
2018-06-27	9.434693	0.000000	9.379694	0.000000	0	0	0	11788.80	0.000000	13593.76
2018-06-28	9.405356	0.000000	9.377796	0.000000	0	1	sell	11788.80	0.000000	13593.76
2018-06-28	9.405356	0.000000	9.377796	0.000000	0	0	close	11788.80	0.000000	13593.76
2018-07-01	9.411512	0.000000	9.390577	0.000000	0	1	sell	11788.80	0.000000	13593.76
2018-07-01	9.411512	0.000000	9.390577	0.000000	0	0	close	11788.80	0.000000	13593.76
2018-07-02	9.387406	0.000000	9.394789	0.000000	0	1	sell	11788.80	0.000000	13593.76
2018-07-02	9.387406	0.000000	9.394789	0.000000	0	0	close	11788.80	0.000000	13593.76
2018-07-03	9.390707	0.000000	9.390983	0.000000	1	0	buy	11788.80	9.390707	13603.16
2018-07-03	9.391490	0.000000	9.391765	0.000000	0	0	close	11798.03	0.000000	13612.38
2018-07-04	9.405308	0.000000	9.379727	0.000000	0	1	sell	11798.03	0.000000	13612.38
2018-07-04	9.405308	0.000000	9.379727	0.000000	0	0	close	11798.03	0.000000	13612.38
2018-07-05	9.394194	0.000000	9.385754	0.000000	0	1	sell	11798.03	0.000000	13612.38
2018-07-05	9.394194	0.000000	9.385754	0.000000	0	0	close	11798.03	0.000000	13612.38

Table 5.1.1 : ROI for normal FOREX market.

Graph 5.1.1A : ROI for normal FOREX market. (None)

Graph 5.1.1B : ROI for normal FOREX market. (Mixed Kelly model)

Graph 5.1.1C : ROI for normal FOREX market. (Normal Kelly model)

Graph 5.1.1D : ROI for normal FOREX market. (Adjusted Kelly model 1)

Graph 5.1.1E : ROI for normal FOREX market. (Adjusted Kelly model 2)

Graph 5.1.1F : ROI for normal FOREX market. (Adjusted Kelly model 3)

Graph 5.1.1G : ROI for normal FOREX market. (Adjusted Kelly model 4)

Graph 5.1.1H : ROI for normal FOREX market. (Adjusted Kelly model 5)

Graph 5.1.1G : ROI for normal FOREX market. (Adjusted Kelly model 6)

5.2 Financial Betting Market

sim_staking(pred, financial_bet = TRUE) %>% 
  #mutate(Trans = ifelse(!is.na(Bid), 'sell', 'buy')) %>% 
  dplyr::select(Date, Edge1a, Edge1b, Edge2a, Edge2b, Buy, Sell, Trans, BR, Profit, Bal) %>% 
  kable(caption = 'ROI for Financial Betting Market') %>% 
  kable_styling(bootstrap_options = c('striped', 'hover', 'condensed', 'responsive')) %>%
  scroll_box(width = '100%', height = '400px')

ROI for Financial Betting Market
Date	Edge1b	Edge2a	Buy	Sell	Trans	BR	Profit	Bal
2016-01-05	9.210853	9.210853	1	0	buy	10000.00	0.000000	10000.00
2016-01-05	9.210853	9.210853	0	0	close	10000.00	0.000000	10000.00
2016-01-06	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-06	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-07	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-07	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-08	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-08	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-11	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-11	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-12	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-12	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-13	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-13	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-14	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-14	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-15	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-15	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-18	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-18	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-19	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-19	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-20	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-20	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-21	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-21	9.210853	9.210853	0	0	0	10000.00	0.000000	10000.00
2016-01-22	9.210853	9.210853	0	1	sell	10000.00	9.210853	10009.21
2016-01-22	9.211774	9.211774	0	0	close	10009.21	0.000000	10018.42
2016-01-25	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-01-25	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-01-26	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-01-26	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-01-27	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-01-27	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-01-28	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-01-28	9.211774	9.211774	0	0	0	10009.21	0.000000	10018.42
2016-01-29	9.211774	9.211774	0	1	sell	10009.21	9.211774	10027.63
2016-01-29	9.212694	9.212694	0	0	close	10018.42	0.000000	10036.84
2016-02-01	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-02-01	9.212694	9.212694	0	0	0	10018.42	0.000000	10036.84
2016-02-02	9.212694	9.212694	0	1	sell	10018.42	9.212694	10046.06
2016-02-02	9.213613	9.213613	0	0	close	10027.63	0.000000	10055.27
2016-02-08	9.213613	9.213613	0	1	sell	10027.63	9.213613	10064.48
2016-02-08	9.214531	9.214531	0	0	close	10036.84	0.000000	10073.69
2016-02-09	9.214531	9.214531	0	0	0	10036.84	0.000000	10073.69
2016-02-09	9.214531	9.214531	0	0	0	10036.84	0.000000	10073.69
2016-02-10	9.214531	9.214531	0	0	0	10036.84	0.000000	10073.69
2016-02-10	9.214531	9.214531	0	0	0	10036.84	0.000000	10073.69
2016-02-11	9.214531	9.214531	0	0	0	10036.84	0.000000	10073.69
2016-02-11	9.214531	9.214531	0	0	0	10036.84	0.000000	10073.69
2016-02-12	9.214531	9.214531	0	0	0	10036.84	0.000000	10073.69
2016-02-12	9.214531	9.214531	0	0	0	10036.84	0.000000	10073.69
2016-02-15	9.214531	9.214531	0	0	0	10036.84	0.000000	10073.69
2016-02-15	9.214531	9.214531	0	0	0	10036.84	0.000000	10073.69
2016-02-16	9.214531	9.214531	0	1	sell	10036.84	9.214531	10082.91
2016-02-16	9.215448	9.215448	0	0	close	10046.05	0.000000	10092.12
2016-02-17	9.215448	9.215448	1	0	buy	10046.05	0.000000	10092.12
2016-02-17	9.215448	9.215448	0	0	close	10046.05	0.000000	10092.12
2016-02-18	9.215448	9.215448	1	0	buy	10046.05	0.000000	10092.12
2016-02-18	9.215448	9.215448	0	0	close	10046.05	0.000000	10092.12
2016-02-22	9.215448	9.215448	0	1	sell	10046.05	9.215448	10101.33
2016-02-22	9.216364	9.216364	0	0	close	10055.27	0.000000	10110.54
2016-02-23	9.216364	9.216364	0	0	0	10055.27	0.000000	10110.54
2016-02-23	9.216364	9.216364	0	0	0	10055.27	0.000000	10110.54
2016-02-24	9.216364	9.216364	1	0	buy	10055.27	0.000000	10110.54
2016-02-24	9.216364	9.216364	0	0	close	10055.27	0.000000	10110.54
2016-02-25	9.216364	9.216364	0	1	sell	10055.27	9.216364	10119.76
2016-02-25	9.217280	9.217280	0	0	close	10064.48	0.000000	10128.97
2016-02-26	9.217280	9.217280	0	1	sell	10064.48	9.217280	10138.19
2016-02-26	9.218195	9.218195	0	0	close	10073.69	0.000000	10147.40
2016-02-29	9.218195	9.218195	1	0	buy	10073.69	0.000000	10147.40
2016-02-29	9.218195	9.218195	0	0	close	10073.69	0.000000	10147.40
2016-03-01	9.218195	9.218195	1	0	buy	10073.69	0.000000	10147.40
2016-03-01	9.218195	9.218195	0	0	close	10073.69	0.000000	10147.40
2016-03-02	9.218195	9.218195	0	1	sell	10073.69	9.218195	10156.62
2016-03-02	9.219109	9.219109	0	0	close	10082.90	0.000000	10165.83
2016-03-03	9.219109	9.219109	1	0	buy	10082.90	0.000000	10165.83
2016-03-03	9.219109	9.219109	0	0	close	10082.90	0.000000	10165.83
2016-03-04	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-04	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-07	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-07	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-08	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-08	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-09	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-09	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-10	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-10	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-11	9.219109	9.219109	1	0	buy	10082.90	0.000000	10165.83
2016-03-11	9.219109	9.219109	0	0	close	10082.90	0.000000	10165.83
2016-03-14	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-14	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-15	9.219109	9.219109	1	0	buy	10082.90	0.000000	10165.83
2016-03-15	9.219109	9.219109	0	0	close	10082.90	0.000000	10165.83
2016-03-16	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-16	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-17	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-17	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-18	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-18	9.219109	9.219109	0	0	0	10082.90	0.000000	10165.83
2016-03-21	9.219109	9.219109	0	1	sell	10082.90	9.219109	10175.05
2016-03-21	9.220022	9.220022	0	0	close	10092.11	0.000000	10184.26
2016-03-22	9.220022	9.220022	1	0	buy	10092.11	0.000000	10184.26
2016-03-22	9.220022	9.220022	0	0	close	10092.11	0.000000	10184.26
2016-03-23	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2016-03-23	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2016-03-24	9.220022	9.220022	1	0	buy	10092.11	0.000000	10184.26
2016-03-24	9.220022	9.220022	0	0	close	10092.11	0.000000	10184.26
2016-03-25	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2016-03-25	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2016-03-27	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2016-03-27	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2016-03-28	9.220022	9.220022	1	0	buy	10092.11	0.000000	10184.26
2016-03-28	9.220022	9.220022	0	0	close	10092.11	0.000000	10184.26
2016-03-29	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2016-03-29	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2016-03-30	9.220022	9.220022	1	0	buy	10092.11	0.000000	10184.26
2016-03-30	9.220022	9.220022	0	0	close	10092.11	0.000000	10184.26
2016-03-31	9.220022	9.220022	1	0	buy	10092.11	0.000000	10184.26
2016-03-31	9.220022	9.220022	0	0	close	10092.11	0.000000	10184.26
2016-04-03	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2016-04-03	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2016-04-04	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2016-04-04	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2016-04-05	9.220022	9.220022	1	0	buy	10092.11	0.000000	10184.26
2016-04-05	9.220022	9.220022	0	0	close	10092.11	0.000000	10184.26
2016-04-06	9.220022	9.220022	1	0	buy	10092.11	0.000000	10184.26
2016-04-06	9.220022	9.220022	0	0	close	10092.11	0.000000	10184.26
2016-04-07	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2016-04-07	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2016-04-10	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2016-04-10	9.220022	9.220022	0	0	0	10092.11	0.000000	10184.26
2016-04-11	9.220022	9.220022	0	1	sell	10092.11	9.220022	10193.48
2016-04-11	9.220934	9.220934	0	0	close	10101.32	0.000000	10202.69
2016-04-12	9.220934	9.220934	0	1	sell	10101.32	9.220934	10211.91
2016-04-12	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2016-04-13	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-04-13	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-04-14	9.221846	9.221846	1	0	buy	10110.53	0.000000	10221.12
2016-04-14	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2016-04-17	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-04-17	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-04-18	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-04-18	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-04-19	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-04-19	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-04-24	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-04-24	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-04-25	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-04-25	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-04-26	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-04-26	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-04-27	9.221846	9.221846	1	0	buy	10110.53	0.000000	10221.12
2016-04-27	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2016-04-28	9.221846	9.221846	1	0	buy	10110.53	0.000000	10221.12
2016-04-28	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2016-05-01	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-01	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-02	9.221846	9.221846	1	0	buy	10110.53	0.000000	10221.12
2016-05-02	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2016-05-03	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-03	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-08	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-08	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-09	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-09	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-10	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-10	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-11	9.221846	9.221846	1	0	buy	10110.53	0.000000	10221.12
2016-05-11	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2016-05-12	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-12	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-15	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-15	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-16	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-16	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-17	9.221846	9.221846	1	0	buy	10110.53	0.000000	10221.12
2016-05-17	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2016-05-18	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-18	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-19	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-19	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-22	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-22	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-23	9.221846	9.221846	1	0	buy	10110.53	0.000000	10221.12
2016-05-23	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2016-05-24	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-24	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-25	9.221846	9.221846	1	0	buy	10110.53	0.000000	10221.12
2016-05-25	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2016-05-26	9.221846	9.221846	1	0	buy	10110.53	0.000000	10221.12
2016-05-26	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2016-05-29	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-29	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-30	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-30	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-05-31	9.221846	9.221846	1	0	buy	10110.53	0.000000	10221.12
2016-05-31	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2016-06-01	9.221846	9.221846	1	0	buy	10110.53	0.000000	10221.12
2016-06-01	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2016-06-02	9.221846	9.221846	1	0	buy	10110.53	0.000000	10221.12
2016-06-02	9.221846	9.221846	0	0	close	10110.53	0.000000	10221.12
2016-06-05	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-06-05	9.221846	9.221846	0	0	0	10110.53	0.000000	10221.12
2016-06-06	9.221846	9.221846	0	1	sell	10110.53	9.221846	10230.34
2016-06-06	9.222756	9.222756	0	0	close	10119.74	0.000000	10239.55
2016-06-07	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2016-06-07	9.222756	9.222756	0	0	0	10119.74	0.000000	10239.55
2016-06-08	9.222756	9.222756	1	0	buy	10119.74	0.000000	10239.55
2016-06-08	9.222756	9.222756	0	0	close	10119.74	0.000000	10239.55
2016-06-09	9.222756	9.222756	0	1	sell	10119.74	9.222756	10248.78
2016-06-09	9.223666	9.223666	0	0	close	10128.95	0.000000	10257.99
2016-06-12	9.223666	9.223666	1	0	buy	10128.95	0.000000	10257.99
2016-06-12	9.223666	9.223666	0	0	close	10128.95	0.000000	10257.99
2016-06-13	9.223666	9.223666	1	0	buy	10128.95	0.000000	10257.99
2016-06-13	9.223666	9.223666	0	0	close	10128.95	0.000000	10257.99
2016-06-14	9.223666	9.223666	0	1	sell	10128.95	9.223666	10267.21
2016-06-14	9.224575	9.224575	0	0	close	10138.16	0.000000	10276.42
2016-06-15	9.224575	9.224575	1	0	buy	10138.16	0.000000	10276.42
2016-06-15	9.224575	9.224575	0	0	close	10138.16	0.000000	10276.42
2016-06-16	9.224575	9.224575	0	0	0	10138.16	0.000000	10276.42
2016-06-16	9.224575	9.224575	0	0	0	10138.16	0.000000	10276.42
2016-06-19	9.224575	9.224575	0	1	sell	10138.16	9.224575	10285.65
2016-06-19	9.225483	9.225483	0	0	close	10147.37	0.000000	10294.86
2016-06-20	9.225483	9.225483	1	0	buy	10147.37	0.000000	10294.86
2016-06-20	9.225483	9.225483	0	0	close	10147.37	0.000000	10294.86
2016-06-21	9.225483	9.225483	0	1	sell	10147.37	9.225483	10304.08
2016-06-21	9.226390	9.226390	0	0	close	10156.58	0.000000	10313.29
2016-06-22	9.226390	9.226390	0	1	sell	10156.58	9.226390	10322.52
2016-06-22	9.227297	9.227297	0	0	close	10165.80	0.000000	10331.73
2016-06-23	9.227297	9.227297	1	0	buy	10165.80	0.000000	10331.73
2016-06-23	9.227297	9.227297	0	0	close	10165.80	0.000000	10331.73
2016-06-26	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2016-06-26	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2016-06-27	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2016-06-27	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2016-06-28	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2016-06-28	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2016-06-29	9.227297	9.227297	1	0	buy	10165.80	0.000000	10331.73
2016-06-29	9.227297	9.227297	0	0	close	10165.80	0.000000	10331.73
2016-06-30	9.227297	9.227297	1	0	buy	10165.80	0.000000	10331.73
2016-06-30	9.227297	9.227297	0	0	close	10165.80	0.000000	10331.73
2016-07-03	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2016-07-03	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2016-07-04	9.227297	9.227297	1	0	buy	10165.80	0.000000	10331.73
2016-07-04	9.227297	9.227297	0	0	close	10165.80	0.000000	10331.73
2016-07-05	9.227297	9.227297	1	0	buy	10165.80	0.000000	10331.73
2016-07-05	9.227297	9.227297	0	0	close	10165.80	0.000000	10331.73
2016-07-06	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2016-07-06	9.227297	9.227297	0	0	0	10165.80	0.000000	10331.73
2016-07-07	9.227297	9.227297	0	1	sell	10165.80	9.227297	10340.96
2016-07-07	9.228202	9.228202	0	0	close	10175.01	0.000000	10350.17
2016-07-10	9.228202	9.228202	0	1	sell	10175.01	9.228202	10359.40
2016-07-10	9.229107	9.229107	0	0	close	10184.22	0.000000	10368.61
2016-07-11	9.229107	9.229107	0	1	sell	10184.22	9.229107	10377.84
2016-07-11	9.230011	9.230011	0	0	close	10193.43	0.000000	10387.05
2016-07-12	9.230011	9.230011	0	0	0	10193.43	0.000000	10387.05
2016-07-12	9.230011	9.230011	0	0	0	10193.43	0.000000	10387.05
2016-07-13	9.230011	9.230011	0	1	sell	10193.43	9.230011	10396.28
2016-07-13	9.230915	9.230915	0	0	close	10202.64	0.000000	10405.49
2016-07-14	9.230915	9.230915	0	1	sell	10202.64	9.230915	10414.72
2016-07-14	9.231817	9.231817	0	0	close	10211.85	0.000000	10423.93
2016-07-17	9.231817	9.231817	0	1	sell	10211.85	9.231817	10433.16
2016-07-17	9.232718	9.232718	0	0	close	10221.06	0.000000	10442.37
2016-07-18	9.232718	9.232718	0	1	sell	10221.06	9.232718	10451.61
2016-07-18	9.233619	9.233619	0	0	close	10230.27	0.000000	10460.82
2016-07-19	9.233619	9.233619	0	1	sell	10230.27	9.233619	10470.05
2016-07-19	9.234519	9.234519	0	0	close	10239.48	0.000000	10479.26
2016-07-20	9.234519	9.234519	0	1	sell	10239.48	9.234519	10488.50
2016-07-20	9.235418	9.235418	0	0	close	10248.69	0.000000	10497.71
2016-07-21	9.235418	9.235418	0	0	0	10248.69	0.000000	10497.71
2016-07-21	9.235418	9.235418	0	0	0	10248.69	0.000000	10497.71
2016-07-24	9.235418	9.235418	0	1	sell	10248.69	9.235418	10506.94
2016-07-24	9.236317	9.236317	0	0	close	10257.90	0.000000	10516.15
2016-07-25	9.236317	9.236317	0	0	0	10257.90	0.000000	10516.15
2016-07-25	9.236317	9.236317	0	0	0	10257.90	0.000000	10516.15
2016-07-26	9.236317	9.236317	0	1	sell	10257.90	9.236317	10525.39
2016-07-26	9.237214	9.237214	0	0	close	10267.11	0.000000	10534.60
2016-07-27	9.237214	9.237214	1	0	buy	10267.11	0.000000	10534.60
2016-07-27	9.237214	9.237214	0	0	close	10267.11	0.000000	10534.60
2016-07-28	9.237214	9.237214	0	1	sell	10267.11	9.237214	10543.84
2016-07-28	9.238111	9.238111	0	0	close	10276.33	0.000000	10553.05
2016-07-31	9.238111	9.238111	0	0	0	10276.33	0.000000	10553.05
2016-07-31	9.238111	9.238111	0	0	0	10276.33	0.000000	10553.05
2016-08-01	9.238111	9.238111	0	1	sell	10276.33	9.238111	10562.29
2016-08-01	9.239007	9.239007	0	0	close	10285.54	0.000000	10571.50
2016-08-02	9.239007	9.239007	0	0	0	10285.54	0.000000	10571.50
2016-08-02	9.239007	9.239007	0	0	0	10285.54	0.000000	10571.50
2016-08-03	9.239007	9.239007	0	1	sell	10285.54	9.239007	10580.74
2016-08-03	9.239902	9.239902	0	0	close	10294.75	0.000000	10589.95
2016-08-04	9.239902	9.239902	0	1	sell	10294.75	9.239902	10599.19
2016-08-04	9.240796	9.240796	0	0	close	10303.96	0.000000	10608.40
2016-08-07	9.240796	9.240796	0	1	sell	10303.96	9.240796	10617.64
2016-08-07	9.241690	9.241690	0	0	close	10313.17	0.000000	10626.85
2016-08-08	9.241690	9.241690	1	0	buy	10313.17	0.000000	10626.85
2016-08-08	9.241690	9.241690	0	0	close	10313.17	0.000000	10626.85
2016-08-09	9.241690	9.241690	1	0	buy	10313.17	0.000000	10626.85
2016-08-09	9.241690	9.241690	0	0	close	10313.17	0.000000	10626.85
2016-08-10	9.241690	9.241690	0	0	0	10313.17	0.000000	10626.85
2016-08-10	9.241690	9.241690	0	0	0	10313.17	0.000000	10626.85
2016-08-11	9.241690	9.241690	0	1	sell	10313.17	9.241690	10636.09
2016-08-11	9.242582	9.242582	0	0	close	10322.38	0.000000	10645.30
2016-08-14	9.242582	9.242582	0	0	0	10322.38	0.000000	10645.30
2016-08-14	9.242582	9.242582	0	0	0	10322.38	0.000000	10645.30
2016-08-15	9.242582	9.242582	0	1	sell	10322.38	9.242582	10654.54
2016-08-15	9.243474	9.243474	0	0	close	10331.59	0.000000	10663.76
2016-08-16	9.243474	9.243474	0	1	sell	10331.59	9.243474	10673.00
2016-08-16	9.244366	9.244366	0	0	close	10340.80	0.000000	10682.21
2016-08-17	9.244366	9.244366	1	0	buy	10340.80	0.000000	10682.21
2016-08-17	9.244366	9.244366	0	0	close	10340.80	0.000000	10682.21
2016-08-18	9.244366	9.244366	0	1	sell	10340.80	9.244366	10691.45
2016-08-18	9.245256	9.245256	0	0	close	10350.01	0.000000	10700.67
2016-08-21	9.245256	9.245256	0	1	sell	10350.01	9.245256	10709.91
2016-08-21	9.246145	9.246145	0	0	close	10359.22	0.000000	10719.12
2016-08-22	9.246145	9.246145	1	0	buy	10359.22	0.000000	10719.12
2016-08-22	9.246145	9.246145	0	0	close	10359.22	0.000000	10719.12
2016-08-23	9.246145	9.246145	0	1	sell	10359.22	9.246145	10728.37
2016-08-23	9.247034	9.247034	0	0	close	10368.43	0.000000	10737.58
2016-08-24	9.247034	9.247034	0	1	sell	10368.43	9.247034	10746.83
2016-08-24	9.247922	9.247922	0	0	close	10377.64	0.000000	10756.04
2016-08-25	9.247922	9.247922	0	1	sell	10377.64	9.247922	10765.28
2016-08-25	9.248809	9.248809	0	0	close	10386.86	0.000000	10774.49
2016-08-28	9.248809	9.248809	0	0	0	10386.86	0.000000	10774.49
2016-08-28	9.248809	9.248809	0	0	0	10386.86	0.000000	10774.49
2016-08-29	9.248809	9.248809	0	1	sell	10386.86	9.248809	10783.74
2016-08-29	9.249696	9.249696	0	0	close	10396.07	0.000000	10792.95
2016-08-30	9.249696	9.249696	0	0	0	10396.07	0.000000	10792.95
2016-08-30	9.249696	9.249696	0	0	0	10396.07	0.000000	10792.95
2016-08-31	9.249696	9.249696	0	1	sell	10396.07	9.249696	10802.20
2016-08-31	9.250581	9.250581	0	0	close	10405.28	0.000000	10811.42
2016-09-01	9.250581	9.250581	0	1	sell	10405.28	9.250581	10820.67
2016-09-01	9.251466	9.251466	0	0	close	10414.49	0.000000	10829.88
2016-09-04	9.251466	9.251466	0	0	0	10414.49	0.000000	10829.88
2016-09-04	9.251466	9.251466	0	0	0	10414.49	0.000000	10829.88
2016-09-05	9.251466	9.251466	1	0	buy	10414.49	0.000000	10829.88
2016-09-05	9.251466	9.251466	0	0	close	10414.49	0.000000	10829.88
2016-09-06	9.251466	9.251466	0	0	0	10414.49	0.000000	10829.88
2016-09-06	9.251466	9.251466	0	0	0	10414.49	0.000000	10829.88
2016-09-07	9.251466	9.251466	0	0	0	10414.49	0.000000	10829.88
2016-09-07	9.251466	9.251466	0	0	0	10414.49	0.000000	10829.88
2016-09-08	9.251466	9.251466	0	0	0	10414.49	0.000000	10829.88
2016-09-08	9.251466	9.251466	0	0	0	10414.49	0.000000	10829.88
2016-09-11	9.251466	9.251466	1	0	buy	10414.49	0.000000	10829.88
2016-09-11	9.251466	9.251466	0	0	close	10414.49	0.000000	10829.88
2016-09-12	9.251466	9.251466	1	0	buy	10414.49	0.000000	10829.88
2016-09-12	9.251466	9.251466	0	0	close	10414.49	0.000000	10829.88
2016-09-13	9.251466	9.251466	0	0	0	10414.49	0.000000	10829.88
2016-09-13	9.251466	9.251466	0	0	0	10414.49	0.000000	10829.88
2016-09-14	9.251466	9.251466	1	0	buy	10414.49	0.000000	10829.88
2016-09-14	9.251466	9.251466	0	0	close	10414.49	0.000000	10829.88
2016-09-15	9.251466	9.251466	1	0	buy	10414.49	0.000000	10829.88
2016-09-15	9.251466	9.251466	0	0	close	10414.49	0.000000	10829.88
2016-09-18	9.251466	9.251466	1	0	buy	10414.49	0.000000	10829.88
2016-09-18	9.251466	9.251466	0	0	close	10414.49	0.000000	10829.88
2016-09-19	9.251466	9.251466	0	0	0	10414.49	0.000000	10829.88
2016-09-19	9.251466	9.251466	0	0	0	10414.49	0.000000	10829.88
2016-09-20	9.251466	9.251466	0	1	sell	10414.49	9.251466	10839.13
2016-09-20	9.252350	9.252350	0	0	close	10423.70	0.000000	10848.34
2016-09-21	9.252350	9.252350	1	0	buy	10423.70	0.000000	10848.34
2016-09-21	9.252350	9.252350	0	0	close	10423.70	0.000000	10848.34
2016-09-22	9.252350	9.252350	0	1	sell	10423.70	9.252350	10857.59
2016-09-22	9.253233	9.253233	0	0	close	10432.91	0.000000	10866.80
2016-09-25	9.253233	9.253233	1	0	buy	10432.91	0.000000	10866.80
2016-09-25	9.253233	9.253233	0	0	close	10432.91	0.000000	10866.80
2016-09-26	9.253233	9.253233	0	0	0	10432.91	0.000000	10866.80
2016-09-26	9.253233	9.253233	0	0	0	10432.91	0.000000	10866.80
2016-09-27	9.253233	9.253233	0	0	0	10432.91	0.000000	10866.80
2016-09-27	9.253233	9.253233	0	0	0	10432.91	0.000000	10866.80
2016-09-28	9.253233	9.253233	0	0	0	10432.91	0.000000	10866.80
2016-09-28	9.253233	9.253233	0	0	0	10432.91	0.000000	10866.80
2016-09-29	9.253233	9.253233	1	0	buy	10432.91	0.000000	10866.80
2016-09-29	9.253233	9.253233	0	0	close	10432.91	0.000000	10866.80
2016-10-02	9.253233	9.253233	0	0	0	10432.91	0.000000	10866.80
2016-10-02	9.253233	9.253233	0	0	0	10432.91	0.000000	10866.80
2016-10-03	9.253233	9.253233	0	0	0	10432.91	0.000000	10866.80
2016-10-03	9.253233	9.253233	0	0	0	10432.91	0.000000	10866.80
2016-10-04	9.253233	9.253233	0	0	0	10432.91	0.000000	10866.80
2016-10-04	9.253233	9.253233	0	0	0	10432.91	0.000000	10866.80
2016-10-05	9.253233	9.253233	0	1	sell	10432.91	9.253233	10876.06
2016-10-05	9.254116	9.254116	0	0	close	10442.12	0.000000	10885.27
2016-10-06	9.254116	9.254116	1	0	buy	10442.12	0.000000	10885.27
2016-10-06	9.254116	9.254116	0	0	close	10442.12	0.000000	10885.27
2016-10-09	9.254116	9.254116	1	0	buy	10442.12	0.000000	10885.27
2016-10-09	9.254116	9.254116	0	0	close	10442.12	0.000000	10885.27
2016-10-10	9.254116	9.254116	0	1	sell	10442.12	9.254116	10894.52
2016-10-10	9.254997	9.254997	0	0	close	10451.33	0.000000	10903.73
2016-10-11	9.254997	9.254997	0	1	sell	10451.33	9.254997	10912.99
2016-10-11	9.255878	9.255878	0	0	close	10460.54	0.000000	10922.20
2016-10-12	9.255878	9.255878	0	1	sell	10460.54	9.255878	10931.45
2016-10-12	9.256759	9.256759	0	0	close	10469.75	0.000000	10940.66
2016-10-13	9.256759	9.256759	0	0	0	10469.75	0.000000	10940.66
2016-10-13	9.256759	9.256759	0	0	0	10469.75	0.000000	10940.66
2016-10-16	9.256759	9.256759	0	0	0	10469.75	0.000000	10940.66
2016-10-16	9.256759	9.256759	0	0	0	10469.75	0.000000	10940.66
2016-10-17	9.256759	9.256759	1	0	buy	10469.75	0.000000	10940.66
2016-10-17	9.256759	9.256759	0	0	close	10469.75	0.000000	10940.66
2016-10-18	9.256759	9.256759	1	0	buy	10469.75	0.000000	10940.66
2016-10-18	9.256759	9.256759	0	0	close	10469.75	0.000000	10940.66
2016-10-19	9.256759	9.256759	0	1	sell	10469.75	9.256759	10949.92
2016-10-19	9.257638	9.257638	0	0	close	10478.96	0.000000	10959.13
2016-10-20	9.257638	9.257638	0	1	sell	10478.96	9.257638	10968.39
2016-10-20	9.258517	9.258517	0	0	close	10488.18	0.000000	10977.60
2016-10-23	9.258517	9.258517	0	1	sell	10488.18	9.258517	10986.86
2016-10-23	9.259394	9.259394	0	0	close	10497.39	0.000000	10996.07
2016-10-24	9.259394	9.259394	0	1	sell	10497.39	9.259394	11005.33
2016-10-24	9.260271	9.260271	0	0	close	10506.60	0.000000	11014.54
2016-10-25	9.260271	9.260271	1	0	buy	10506.60	0.000000	11014.54
2016-10-25	9.260271	9.260271	0	0	close	10506.60	0.000000	11014.54
2016-10-26	9.260271	9.260271	0	1	sell	10506.60	9.260271	11023.80
2016-10-26	9.261148	9.261148	0	0	close	10515.81	0.000000	11033.01
2016-10-27	9.261148	9.261148	0	1	sell	10515.81	9.261148	11042.27
2016-10-27	9.262023	9.262023	0	0	close	10525.02	0.000000	11051.48
2016-10-31	9.262023	9.262023	1	0	buy	10525.02	0.000000	11051.48
2016-10-31	9.262023	9.262023	0	0	close	10525.02	0.000000	11051.48
2016-11-01	9.262023	9.262023	1	0	buy	10525.02	0.000000	11051.48
2016-11-01	9.262023	9.262023	0	0	close	10525.02	0.000000	11051.48
2016-11-02	9.262023	9.262023	0	0	0	10525.02	0.000000	11051.48
2016-11-02	9.262023	9.262023	0	0	0	10525.02	0.000000	11051.48
2016-11-03	9.262023	9.262023	1	0	buy	10525.02	0.000000	11051.48
2016-11-03	9.262023	9.262023	0	0	close	10525.02	0.000000	11051.48
2016-11-04	9.262023	9.262023	0	0	0	10525.02	0.000000	11051.48
2016-11-04	9.262023	9.262023	0	0	0	10525.02	0.000000	11051.48
2016-11-07	9.262023	9.262023	0	0	0	10525.02	0.000000	11051.48
2016-11-07	9.262023	9.262023	0	0	0	10525.02	0.000000	11051.48
2016-11-08	9.262023	9.262023	0	1	sell	10525.02	9.262023	11060.74
2016-11-08	9.262898	9.262898	0	0	close	10534.23	0.000000	11069.96
2016-11-09	9.262898	9.262898	0	1	sell	10534.23	9.262898	11079.22
2016-11-09	9.263772	9.263772	0	0	close	10543.44	0.000000	11088.43
2016-11-10	9.263772	9.263772	0	1	sell	10543.44	9.263772	11097.69
2016-11-10	9.264645	9.264645	0	0	close	10552.65	0.000000	11106.90
2016-11-11	9.264645	9.264645	0	0	0	10552.65	0.000000	11106.90
2016-11-11	9.264645	9.264645	0	0	0	10552.65	0.000000	11106.90
2016-11-14	9.264645	9.264645	0	1	sell	10552.65	9.264645	11116.17
2016-11-14	9.265518	9.265518	0	0	close	10561.86	0.000000	11125.38
2016-11-15	9.265518	9.265518	0	0	0	10561.86	0.000000	11125.38
2016-11-15	9.265518	9.265518	0	0	0	10561.86	0.000000	11125.38
2016-11-16	9.265518	9.265518	0	0	0	10561.86	0.000000	11125.38
2016-11-16	9.265518	9.265518	0	0	0	10561.86	0.000000	11125.38
2016-11-21	9.265518	9.265518	0	1	sell	10561.86	9.265518	11134.64
2016-11-21	9.266389	9.266389	0	0	close	10571.07	0.000000	11143.86
2016-11-22	9.266389	9.266389	0	1	sell	10571.07	9.266389	11153.12
2016-11-22	9.267260	9.267260	0	0	close	10580.28	0.000000	11162.33
2016-11-23	9.267260	9.267260	0	1	sell	10580.28	9.267260	11171.60
2016-11-23	9.268130	9.268130	0	0	close	10589.49	0.000000	11180.81
2016-11-24	9.268130	9.268130	0	1	sell	10589.49	9.268130	11190.08
2016-11-24	9.269000	9.269000	0	0	close	10598.71	0.000000	11199.29
2016-11-25	9.269000	9.269000	0	1	sell	10598.71	9.269000	11208.56
2016-11-25	9.269869	9.269869	0	0	close	10607.92	0.000000	11217.77
2016-11-28	9.269869	9.269869	1	0	buy	10607.92	0.000000	11217.77
2016-11-28	9.269869	9.269869	0	0	close	10607.92	0.000000	11217.77
2016-11-29	9.269869	9.269869	0	1	sell	10607.92	9.269869	11227.04
2016-11-29	9.270736	9.270736	0	0	close	10617.13	0.000000	11236.25
2016-11-30	9.270736	9.270736	0	1	sell	10617.13	9.270736	11245.52
2016-11-30	9.271604	9.271604	0	0	close	10626.34	0.000000	11254.73
2016-12-01	9.271604	9.271604	0	1	sell	10626.34	9.271604	11264.00
2016-12-01	9.272470	9.272470	0	0	close	10635.55	0.000000	11273.21
2016-12-02	9.272470	9.272470	1	0	buy	10635.55	0.000000	11273.21
2016-12-02	9.272470	9.272470	0	0	close	10635.55	0.000000	11273.21
2016-12-05	9.272470	9.272470	0	1	sell	10635.55	9.272470	11282.49
2016-12-05	9.273336	9.273336	0	0	close	10644.76	0.000000	11291.70
2016-12-06	9.273336	9.273336	0	0	0	10644.76	0.000000	11291.70
2016-12-06	9.273336	9.273336	0	0	0	10644.76	0.000000	11291.70
2016-12-07	9.273336	9.273336	0	1	sell	10644.76	9.273336	11300.97
2016-12-07	9.274201	9.274201	0	0	close	10653.97	0.000000	11310.18
2016-12-08	9.274201	9.274201	1	0	buy	10653.97	0.000000	11310.18
2016-12-08	9.274201	9.274201	0	0	close	10653.97	0.000000	11310.18
2016-12-09	9.274201	9.274201	0	1	sell	10653.97	9.274201	11319.46
2016-12-09	9.275065	9.275065	0	0	close	10663.18	0.000000	11328.67
2016-12-12	9.275065	9.275065	0	1	sell	10663.18	9.275065	11337.94
2016-12-12	9.275928	9.275928	0	0	close	10672.39	0.000000	11347.15
2016-12-13	9.275928	9.275928	1	0	buy	10672.39	0.000000	11347.15
2016-12-13	9.275928	9.275928	0	0	close	10672.39	0.000000	11347.15
2016-12-14	9.275928	9.275928	0	0	0	10672.39	0.000000	11347.15
2016-12-14	9.275928	9.275928	0	0	0	10672.39	0.000000	11347.15
2016-12-15	9.275928	9.275928	0	0	0	10672.39	0.000000	11347.15
2016-12-15	9.275928	9.275928	0	0	0	10672.39	0.000000	11347.15
2016-12-16	9.275928	9.275928	0	0	0	10672.39	0.000000	11347.15
2016-12-16	9.275928	9.275928	0	0	0	10672.39	0.000000	11347.15
2016-12-19	9.275928	9.275928	0	0	0	10672.39	0.000000	11347.15
2016-12-19	9.275928	9.275928	0	0	0	10672.39	0.000000	11347.15
2016-12-20	9.275928	9.275928	0	1	sell	10672.39	9.275928	11356.43
2016-12-20	9.276791	9.276791	0	0	close	10681.60	0.000000	11365.64
2016-12-21	9.276791	9.276791	0	0	0	10681.60	0.000000	11365.64
2016-12-21	9.276791	9.276791	0	0	0	10681.60	0.000000	11365.64
2016-12-22	9.276791	9.276791	1	0	buy	10681.60	0.000000	11365.64
2016-12-22	9.276791	9.276791	0	0	close	10681.60	0.000000	11365.64
2016-12-23	9.276791	9.276791	1	0	buy	10681.60	0.000000	11365.64
2016-12-23	9.276791	9.276791	0	0	close	10681.60	0.000000	11365.64
2016-12-27	9.276791	9.276791	0	1	sell	10681.60	9.276791	11374.92
2016-12-27	9.277653	9.277653	0	0	close	10690.81	0.000000	11384.13
2016-12-28	9.277653	9.277653	0	1	sell	10690.81	9.277653	11393.41
2016-12-28	9.278514	9.278514	0	0	close	10700.02	0.000000	11402.62
2016-12-29	9.278514	9.278514	0	0	0	10700.02	0.000000	11402.62
2016-12-29	9.278514	9.278514	0	0	0	10700.02	0.000000	11402.62
2016-12-30	9.278514	9.278514	0	1	sell	10700.02	9.278514	11411.89
2016-12-30	9.279375	9.279375	0	0	close	10709.24	0.000000	11421.11
2017-01-03	9.279375	9.279375	0	1	sell	10709.24	9.279375	11430.38
2017-01-03	9.280234	9.280234	0	0	close	10718.45	0.000000	11439.60
2017-01-04	9.280234	9.280234	1	0	buy	10718.45	0.000000	11439.60
2017-01-04	9.280234	9.280234	0	0	close	10718.45	0.000000	11439.60
2017-01-05	9.280234	9.280234	1	0	buy	10718.45	0.000000	11439.60
2017-01-05	9.280234	9.280234	0	0	close	10718.45	0.000000	11439.60
2017-01-06	9.280234	9.280234	0	0	0	10718.45	0.000000	11439.60
2017-01-06	9.280234	9.280234	0	0	0	10718.45	0.000000	11439.60
2017-01-09	9.280234	9.280234	0	1	sell	10718.45	9.280234	11448.88
2017-01-09	9.281093	9.281093	0	0	close	10727.66	0.000000	11458.09
2017-01-10	9.281093	9.281093	0	0	0	10727.66	0.000000	11458.09
2017-01-10	9.281093	9.281093	0	0	0	10727.66	0.000000	11458.09
2017-01-11	9.281093	9.281093	0	0	0	10727.66	0.000000	11458.09
2017-01-11	9.281093	9.281093	0	0	0	10727.66	0.000000	11458.09
2017-01-13	9.281093	9.281093	0	0	0	10727.66	0.000000	11458.09
2017-01-13	9.281093	9.281093	0	0	0	10727.66	0.000000	11458.09
2017-01-16	9.281093	9.281093	1	0	buy	10727.66	0.000000	11458.09
2017-01-16	9.281093	9.281093	0	0	close	10727.66	0.000000	11458.09
2017-01-17	9.281093	9.281093	1	0	buy	10727.66	0.000000	11458.09
2017-01-17	9.281093	9.281093	0	0	close	10727.66	0.000000	11458.09
2017-01-18	9.281093	9.281093	1	0	buy	10727.66	0.000000	11458.09
2017-01-18	9.281093	9.281093	0	0	close	10727.66	0.000000	11458.09
2017-01-19	9.281093	9.281093	0	0	0	10727.66	0.000000	11458.09
2017-01-19	9.281093	9.281093	0	0	0	10727.66	0.000000	11458.09
2017-01-20	9.281093	9.281093	0	0	0	10727.66	0.000000	11458.09
2017-01-20	9.281093	9.281093	0	0	0	10727.66	0.000000	11458.09
2017-01-23	9.281093	9.281093	0	0	0	10727.66	0.000000	11458.09
2017-01-23	9.281093	9.281093	0	0	0	10727.66	0.000000	11458.09
2017-01-24	9.281093	9.281093	1	0	buy	10727.66	0.000000	11458.09
2017-01-24	9.281093	9.281093	0	0	close	10727.66	0.000000	11458.09
2017-01-25	9.281093	9.281093	0	1	sell	10727.66	9.281093	11467.37
2017-01-25	9.281951	9.281951	0	0	close	10736.87	0.000000	11476.58
2017-01-26	9.281951	9.281951	0	1	sell	10736.87	9.281951	11485.86
2017-01-26	9.282809	9.282809	0	0	close	10746.08	0.000000	11495.07
2017-01-27	9.282809	9.282809	0	0	0	10746.08	0.000000	11495.07
2017-01-27	9.282809	9.282809	0	0	0	10746.08	0.000000	11495.07
2017-01-30	9.282809	9.282809	1	0	buy	10746.08	0.000000	11495.07
2017-01-30	9.282809	9.282809	0	0	close	10746.08	0.000000	11495.07
2017-01-31	9.282809	9.282809	1	0	buy	10746.08	0.000000	11495.07
2017-01-31	9.282809	9.282809	0	0	close	10746.08	0.000000	11495.07
2017-02-01	9.282809	9.282809	0	0	0	10746.08	0.000000	11495.07
2017-02-01	9.282809	9.282809	0	0	0	10746.08	0.000000	11495.07
2017-02-02	9.282809	9.282809	1	0	buy	10746.08	0.000000	11495.07
2017-02-02	9.282809	9.282809	0	0	close	10746.08	0.000000	11495.07
2017-02-03	9.282809	9.282809	0	0	0	10746.08	0.000000	11495.07
2017-02-03	9.282809	9.282809	0	0	0	10746.08	0.000000	11495.07
2017-02-06	9.282809	9.282809	1	0	buy	10746.08	0.000000	11495.07
2017-02-06	9.282809	9.282809	0	0	close	10746.08	0.000000	11495.07
2017-02-07	9.282809	9.282809	1	0	buy	10746.08	0.000000	11495.07
2017-02-07	9.282809	9.282809	0	0	close	10746.08	0.000000	11495.07
2017-02-08	9.282809	9.282809	0	0	0	10746.08	0.000000	11495.07
2017-02-08	9.282809	9.282809	0	0	0	10746.08	0.000000	11495.07
2017-02-09	9.282809	9.282809	0	0	0	10746.08	0.000000	11495.07
2017-02-09	9.282809	9.282809	0	0	0	10746.08	0.000000	11495.07
2017-02-10	9.282809	9.282809	0	0	0	10746.08	0.000000	11495.07
2017-02-10	9.282809	9.282809	0	0	0	10746.08	0.000000	11495.07
2017-02-13	9.282809	9.282809	0	1	sell	10746.08	9.282809	11504.35
2017-02-13	9.283666	9.283666	0	0	close	10755.29	0.000000	11513.57
2017-02-14	9.283666	9.283666	0	1	sell	10755.29	9.283666	11522.85
2017-02-14	9.284522	9.284522	0	0	close	10764.50	0.000000	11532.06
2017-02-15	9.284522	9.284522	0	1	sell	10764.50	9.284522	11541.34
2017-02-15	9.285377	9.285377	0	0	close	10773.71	0.000000	11550.55
2017-02-16	9.285377	9.285377	0	0	0	10773.71	0.000000	11550.55
2017-02-16	9.285377	9.285377	0	0	0	10773.71	0.000000	11550.55
2017-02-17	9.285377	9.285377	1	0	buy	10773.71	0.000000	11550.55
2017-02-17	9.285377	9.285377	0	0	close	10773.71	0.000000	11550.55
2017-02-20	9.285377	9.285377	0	0	0	10773.71	0.000000	11550.55
2017-02-20	9.285377	9.285377	0	0	0	10773.71	0.000000	11550.55
2017-02-21	9.285377	9.285377	0	1	sell	10773.71	9.285377	11559.84
2017-02-21	9.286232	9.286232	0	0	close	10782.92	0.000000	11569.05
2017-02-22	9.286232	9.286232	0	0	0	10782.92	0.000000	11569.05
2017-02-22	9.286232	9.286232	0	0	0	10782.92	0.000000	11569.05
2017-02-23	9.286232	9.286232	1	0	buy	10782.92	0.000000	11569.05
2017-02-23	9.286232	9.286232	0	0	close	10782.92	0.000000	11569.05
2017-02-24	9.286232	9.286232	1	0	buy	10782.92	0.000000	11569.05
2017-02-24	9.286232	9.286232	0	0	close	10782.92	0.000000	11569.05
2017-02-27	9.286232	9.286232	1	0	buy	10782.92	0.000000	11569.05
2017-02-27	9.286232	9.286232	0	0	close	10782.92	0.000000	11569.05
2017-02-28	9.286232	9.286232	0	1	sell	10782.92	9.286232	11578.34
2017-02-28	9.287086	9.287086	0	0	close	10792.13	0.000000	11587.55
2017-03-01	9.287086	9.287086	0	1	sell	10792.13	9.287086	11596.84
2017-03-01	9.287939	9.287939	0	0	close	10801.34	0.000000	11606.05
2017-03-02	9.287939	9.287939	0	1	sell	10801.34	9.287939	11615.33
2017-03-02	9.288791	9.288791	0	0	close	10810.56	0.000000	11624.54
2017-03-03	9.288791	9.288791	0	0	0	10810.56	0.000000	11624.54
2017-03-03	9.288791	9.288791	0	0	0	10810.56	0.000000	11624.54
2017-03-06	9.288791	9.288791	0	0	0	10810.56	0.000000	11624.54
2017-03-06	9.288791	9.288791	0	0	0	10810.56	0.000000	11624.54
2017-03-07	9.288791	9.288791	0	1	sell	10810.56	9.288791	11633.83
2017-03-07	9.289643	9.289643	0	0	close	10819.77	0.000000	11643.04
2017-03-08	9.289643	9.289643	0	1	sell	10819.77	9.289643	11652.33
2017-03-08	9.290494	9.290494	0	0	close	10828.98	0.000000	11661.55
2017-03-09	9.290494	9.290494	0	1	sell	10828.98	9.290494	11670.84
2017-03-09	9.291344	9.291344	0	0	close	10838.19	0.000000	11680.05
2017-03-10	9.291344	9.291344	0	1	sell	10838.19	9.291344	11689.34
2017-03-10	9.292193	9.292193	0	0	close	10847.40	0.000000	11698.55
2017-03-13	9.292193	9.292193	1	0	buy	10847.40	0.000000	11698.55
2017-03-13	9.292193	9.292193	0	0	close	10847.40	0.000000	11698.55
2017-03-14	9.292193	9.292193	0	1	sell	10847.40	9.292193	11707.84
2017-03-14	9.293042	9.293042	0	0	close	10856.61	0.000000	11717.05
2017-03-15	9.293042	9.293042	1	0	buy	10856.61	0.000000	11717.05
2017-03-15	9.293042	9.293042	0	0	close	10856.61	0.000000	11717.05
2017-03-16	9.293042	9.293042	0	0	0	10856.61	0.000000	11717.05
2017-03-16	9.293042	9.293042	0	0	0	10856.61	0.000000	11717.05
2017-03-17	9.293042	9.293042	0	1	sell	10856.61	9.293042	11726.34
2017-03-17	9.293890	9.293890	0	0	close	10865.82	0.000000	11735.56
2017-03-20	9.293890	9.293890	1	0	buy	10865.82	0.000000	11735.56
2017-03-20	9.293890	9.293890	0	0	close	10865.82	0.000000	11735.56
2017-03-21	9.293890	9.293890	0	1	sell	10865.82	9.293890	11744.85
2017-03-21	9.294738	9.294738	0	0	close	10875.03	0.000000	11754.06
2017-03-22	9.294738	9.294738	0	0	0	10875.03	0.000000	11754.06
2017-03-22	9.294738	9.294738	0	0	0	10875.03	0.000000	11754.06
2017-03-23	9.294738	9.294738	1	0	buy	10875.03	0.000000	11754.06
2017-03-23	9.294738	9.294738	0	0	close	10875.03	0.000000	11754.06
2017-03-24	9.294738	9.294738	0	1	sell	10875.03	9.294738	11763.36
2017-03-24	9.295584	9.295584	0	0	close	10884.24	0.000000	11772.57
2017-03-26	9.295584	9.295584	0	0	0	10884.24	0.000000	11772.57
2017-03-26	9.295584	9.295584	0	0	0	10884.24	0.000000	11772.57
2017-03-27	9.295584	9.295584	0	1	sell	10884.24	9.295584	11781.86
2017-03-27	9.296430	9.296430	0	0	close	10893.45	0.000000	11791.07
2017-03-28	9.296430	9.296430	0	0	0	10893.45	0.000000	11791.07
2017-03-28	9.296430	9.296430	0	0	0	10893.45	0.000000	11791.07
2017-03-29	9.296430	9.296430	0	1	sell	10893.45	9.296430	11800.37
2017-03-29	9.297275	9.297275	0	0	close	10902.66	0.000000	11809.58
2017-03-30	9.297275	9.297275	0	1	sell	10902.66	9.297275	11818.88
2017-03-30	9.298120	9.298120	0	0	close	10911.87	0.000000	11828.09
2017-04-02	9.298120	9.298120	1	0	buy	10911.87	0.000000	11828.09
2017-04-02	9.298120	9.298120	0	0	close	10911.87	0.000000	11828.09
2017-04-03	9.298120	9.298120	0	0	0	10911.87	0.000000	11828.09
2017-04-03	9.298120	9.298120	0	0	0	10911.87	0.000000	11828.09
2017-04-04	9.298120	9.298120	0	1	sell	10911.87	9.298120	11837.39
2017-04-04	9.298963	9.298963	0	0	close	10921.09	0.000000	11846.60
2017-04-05	9.298963	9.298963	1	0	buy	10921.09	0.000000	11846.60
2017-04-05	9.298963	9.298963	0	0	close	10921.09	0.000000	11846.60
2017-04-06	9.298963	9.298963	0	1	sell	10921.09	9.298963	11855.90
2017-04-06	9.299807	9.299807	0	0	close	10930.30	0.000000	11865.11
2017-04-09	9.299807	9.299807	0	0	0	10930.30	0.000000	11865.11
2017-04-09	9.299807	9.299807	0	0	0	10930.30	0.000000	11865.11
2017-04-10	9.299807	9.299807	0	0	0	10930.30	0.000000	11865.11
2017-04-10	9.299807	9.299807	0	0	0	10930.30	0.000000	11865.11
2017-04-11	9.299807	9.299807	1	0	buy	10930.30	0.000000	11865.11
2017-04-11	9.299807	9.299807	0	0	close	10930.30	0.000000	11865.11
2017-04-12	9.299807	9.299807	0	0	0	10930.30	0.000000	11865.11
2017-04-12	9.299807	9.299807	0	0	0	10930.30	0.000000	11865.11
2017-04-13	9.299807	9.299807	1	0	buy	10930.30	0.000000	11865.11
2017-04-13	9.299807	9.299807	0	0	close	10930.30	0.000000	11865.11
2017-04-16	9.299807	9.299807	1	0	buy	10930.30	0.000000	11865.11
2017-04-16	9.299807	9.299807	0	0	close	10930.30	0.000000	11865.11
2017-04-23	9.299807	9.299807	0	0	0	10930.30	0.000000	11865.11
2017-04-23	9.299807	9.299807	0	0	0	10930.30	0.000000	11865.11
2017-04-24	9.299807	9.299807	1	0	buy	10930.30	0.000000	11865.11
2017-04-24	9.299807	9.299807	0	0	close	10930.30	0.000000	11865.11
2017-04-25	9.299807	9.299807	0	1	sell	10930.30	9.299807	11874.41
2017-04-25	9.300649	9.300649	0	0	close	10939.51	0.000000	11883.62
2017-04-30	9.300649	9.300649	0	1	sell	10939.51	9.300649	11892.92
2017-04-30	9.301490	9.301490	0	0	close	10948.72	0.000000	11902.13
2017-05-01	9.301490	9.301490	0	0	0	10948.72	0.000000	11902.13
2017-05-01	9.301490	9.301490	0	0	0	10948.72	0.000000	11902.13
2017-05-02	9.301490	9.301490	0	0	0	10948.72	0.000000	11902.13
2017-05-02	9.301490	9.301490	0	0	0	10948.72	0.000000	11902.13
2017-05-03	9.301490	9.301490	0	0	0	10948.72	0.000000	11902.13
2017-05-03	9.301490	9.301490	0	0	0	10948.72	0.000000	11902.13
2017-05-04	9.301490	9.301490	1	0	buy	10948.72	0.000000	11902.13
2017-05-04	9.301490	9.301490	0	0	close	10948.72	0.000000	11902.13
2017-05-07	9.301490	9.301490	0	0	0	10948.72	0.000000	11902.13
2017-05-07	9.301490	9.301490	0	0	0	10948.72	0.000000	11902.13
2017-05-08	9.301490	9.301490	0	1	sell	10948.72	9.301490	11911.43
2017-05-08	9.302331	9.302331	0	0	close	10957.93	0.000000	11920.64
2017-05-09	9.302331	9.302331	0	1	sell	10957.93	9.302331	11929.94
2017-05-09	9.303172	9.303172	0	0	close	10967.14	0.000000	11939.15
2017-05-10	9.303172	9.303172	0	1	sell	10967.14	9.303172	11948.46
2017-05-10	9.304011	9.304011	0	0	close	10976.35	0.000000	11957.67
2017-05-11	9.304011	9.304011	1	0	buy	10976.35	0.000000	11957.67
2017-05-11	9.304011	9.304011	0	0	close	10976.35	0.000000	11957.67
2017-05-14	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-05-14	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-05-15	9.304011	9.304011	1	0	buy	10976.35	0.000000	11957.67
2017-05-15	9.304011	9.304011	0	0	close	10976.35	0.000000	11957.67
2017-05-21	9.304011	9.304011	1	0	buy	10976.35	0.000000	11957.67
2017-05-21	9.304011	9.304011	0	0	close	10976.35	0.000000	11957.67
2017-05-22	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-05-22	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-05-28	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-05-28	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-05-29	9.304011	9.304011	1	0	buy	10976.35	0.000000	11957.67
2017-05-29	9.304011	9.304011	0	0	close	10976.35	0.000000	11957.67
2017-05-30	9.304011	9.304011	1	0	buy	10976.35	0.000000	11957.67
2017-05-30	9.304011	9.304011	0	0	close	10976.35	0.000000	11957.67
2017-05-31	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-05-31	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-01	9.304011	9.304011	1	0	buy	10976.35	0.000000	11957.67
2017-06-01	9.304011	9.304011	0	0	close	10976.35	0.000000	11957.67
2017-06-04	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-04	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-05	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-05	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-06	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-06	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-07	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-07	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-08	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-08	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-11	9.304011	9.304011	1	0	buy	10976.35	0.000000	11957.67
2017-06-11	9.304011	9.304011	0	0	close	10976.35	0.000000	11957.67
2017-06-12	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-12	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-13	9.304011	9.304011	1	0	buy	10976.35	0.000000	11957.67
2017-06-13	9.304011	9.304011	0	0	close	10976.35	0.000000	11957.67
2017-06-14	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-14	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-15	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-15	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-18	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-18	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-19	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-19	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-20	9.304011	9.304011	1	0	buy	10976.35	0.000000	11957.67
2017-06-20	9.304011	9.304011	0	0	close	10976.35	0.000000	11957.67
2017-06-21	9.304011	9.304011	1	0	buy	10976.35	0.000000	11957.67
2017-06-21	9.304011	9.304011	0	0	close	10976.35	0.000000	11957.67
2017-06-22	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-22	9.304011	9.304011	0	0	0	10976.35	0.000000	11957.67
2017-06-25	9.304011	9.304011	0	1	sell	10976.35	9.304011	11966.97
2017-06-25	9.304850	9.304850	0	0	close	10985.56	0.000000	11976.18
2017-06-26	9.304850	9.304850	0	1	sell	10985.56	9.304850	11985.49
2017-06-26	9.305688	9.305688	0	0	close	10994.77	0.000000	11994.70
2017-06-27	9.305688	9.305688	0	0	0	10994.77	0.000000	11994.70
2017-06-27	9.305688	9.305688	0	0	0	10994.77	0.000000	11994.70
2017-06-28	9.305688	9.305688	0	1	sell	10994.77	9.305688	12004.00
2017-06-28	9.306525	9.306525	0	0	close	11003.98	0.000000	12013.22
2017-07-02	9.306525	9.306525	0	1	sell	11003.98	9.306525	12022.52
2017-07-02	9.307362	9.307362	0	0	close	11013.19	0.000000	12031.73
2017-07-03	9.307362	9.307362	0	0	0	11013.19	0.000000	12031.73
2017-07-03	9.307362	9.307362	0	0	0	11013.19	0.000000	12031.73
2017-07-04	9.307362	9.307362	0	1	sell	11013.19	9.307362	12041.04
2017-07-04	9.308198	9.308198	0	0	close	11022.40	0.000000	12050.25
2017-07-05	9.308198	9.308198	0	0	0	11022.40	0.000000	12050.25
2017-07-05	9.308198	9.308198	0	0	0	11022.40	0.000000	12050.25
2017-07-06	9.308198	9.308198	0	1	sell	11022.40	9.308198	12059.56
2017-07-06	9.309033	9.309033	0	0	close	11031.62	0.000000	12068.77
2017-07-09	9.309033	9.309033	0	1	sell	11031.62	9.309033	12078.08
2017-07-09	9.309868	9.309868	0	0	close	11040.83	0.000000	12087.29
2017-07-11	9.309868	9.309868	0	0	0	11040.83	0.000000	12087.29
2017-07-11	9.309868	9.309868	0	0	0	11040.83	0.000000	12087.29
2017-07-12	9.309868	9.309868	0	0	0	11040.83	0.000000	12087.29
2017-07-12	9.309868	9.309868	0	0	0	11040.83	0.000000	12087.29
2017-07-13	9.309868	9.309868	0	1	sell	11040.83	9.309868	12096.60
2017-07-13	9.310702	9.310702	0	0	close	11050.04	0.000000	12105.81
2017-07-16	9.310702	9.310702	0	0	0	11050.04	0.000000	12105.81
2017-07-16	9.310702	9.310702	0	0	0	11050.04	0.000000	12105.81
2017-07-17	9.310702	9.310702	1	0	buy	11050.04	0.000000	12105.81
2017-07-17	9.310702	9.310702	0	0	close	11050.04	0.000000	12105.81
2017-07-18	9.310702	9.310702	1	0	buy	11050.04	0.000000	12105.81
2017-07-18	9.310702	9.310702	0	0	close	11050.04	0.000000	12105.81
2017-07-19	9.310702	9.310702	0	1	sell	11050.04	9.310702	12115.12
2017-07-19	9.311535	9.311535	0	0	close	11059.25	0.000000	12124.33
2017-07-20	9.311535	9.311535	1	0	buy	11059.25	0.000000	12124.33
2017-07-20	9.311535	9.311535	0	0	close	11059.25	0.000000	12124.33
2017-07-23	9.311535	9.311535	1	0	buy	11059.25	0.000000	12124.33
2017-07-23	9.311535	9.311535	0	0	close	11059.25	0.000000	12124.33
2017-07-24	9.311535	9.311535	0	1	sell	11059.25	9.311535	12133.64
2017-07-24	9.312368	9.312368	0	0	close	11068.46	0.000000	12142.85
2017-07-25	9.312368	9.312368	0	0	0	11068.46	0.000000	12142.85
2017-07-25	9.312368	9.312368	0	0	0	11068.46	0.000000	12142.85
2017-07-26	9.312368	9.312368	0	0	0	11068.46	0.000000	12142.85
2017-07-26	9.312368	9.312368	0	0	0	11068.46	0.000000	12142.85
2017-07-27	9.312368	9.312368	0	0	0	11068.46	0.000000	12142.85
2017-07-27	9.312368	9.312368	0	0	0	11068.46	0.000000	12142.85
2017-07-30	9.312368	9.312368	1	0	buy	11068.46	0.000000	12142.85
2017-07-30	9.312368	9.312368	0	0	close	11068.46	0.000000	12142.85
2017-07-31	9.312368	9.312368	0	0	0	11068.46	0.000000	12142.85
2017-07-31	9.312368	9.312368	0	0	0	11068.46	0.000000	12142.85
2017-08-01	9.312368	9.312368	0	1	sell	11068.46	9.312368	12152.17
2017-08-01	9.313199	9.313199	0	0	close	11077.67	0.000000	12161.38
2017-08-02	9.313199	9.313199	1	0	buy	11077.67	0.000000	12161.38
2017-08-02	9.313199	9.313199	0	0	close	11077.67	0.000000	12161.38
2017-08-03	9.313199	9.313199	0	1	sell	11077.67	9.313199	12170.69
2017-08-03	9.314031	9.314031	0	0	close	11086.88	0.000000	12179.90
2017-08-06	9.314031	9.314031	0	0	0	11086.88	0.000000	12179.90
2017-08-06	9.314031	9.314031	0	0	0	11086.88	0.000000	12179.90
2017-08-07	9.314031	9.314031	1	0	buy	11086.88	0.000000	12179.90
2017-08-07	9.314031	9.314031	0	0	close	11086.88	0.000000	12179.90
2017-08-13	9.314031	9.314031	0	1	sell	11086.88	9.314031	12189.22
2017-08-13	9.314861	9.314861	0	0	close	11096.09	0.000000	12198.43
2017-08-14	9.314861	9.314861	0	0	0	11096.09	0.000000	12198.43
2017-08-14	9.314861	9.314861	0	0	0	11096.09	0.000000	12198.43
2017-08-15	9.314861	9.314861	0	0	0	11096.09	0.000000	12198.43
2017-08-15	9.314861	9.314861	0	0	0	11096.09	0.000000	12198.43
2017-08-16	9.314861	9.314861	0	0	0	11096.09	0.000000	12198.43
2017-08-16	9.314861	9.314861	0	0	0	11096.09	0.000000	12198.43
2017-08-17	9.314861	9.314861	0	0	0	11096.09	0.000000	12198.43
2017-08-17	9.314861	9.314861	0	0	0	11096.09	0.000000	12198.43
2017-08-20	9.314861	9.314861	1	0	buy	11096.09	0.000000	12198.43
2017-08-20	9.314861	9.314861	0	0	close	11096.09	0.000000	12198.43
2017-08-21	9.314861	9.314861	0	1	sell	11096.09	9.314861	12207.74
2017-08-21	9.315691	9.315691	0	0	close	11105.30	0.000000	12216.95
2017-08-22	9.315691	9.315691	0	1	sell	11105.30	9.315691	12226.27
2017-08-22	9.316520	9.316520	0	0	close	11114.51	0.000000	12235.48
2017-08-23	9.316520	9.316520	0	0	0	11114.51	0.000000	12235.48
2017-08-23	9.316520	9.316520	0	0	0	11114.51	0.000000	12235.48
2017-08-24	9.316520	9.316520	0	0	0	11114.51	0.000000	12235.48
2017-08-24	9.316520	9.316520	0	0	0	11114.51	0.000000	12235.48
2017-08-27	9.316520	9.316520	1	0	buy	11114.51	0.000000	12235.48
2017-08-27	9.316520	9.316520	0	0	close	11114.51	0.000000	12235.48
2017-08-28	9.316520	9.316520	1	0	buy	11114.51	0.000000	12235.48
2017-08-28	9.316520	9.316520	0	0	close	11114.51	0.000000	12235.48
2017-08-29	9.316520	9.316520	0	0	0	11114.51	0.000000	12235.48
2017-08-29	9.316520	9.316520	0	0	0	11114.51	0.000000	12235.48
2017-08-30	9.316520	9.316520	0	1	sell	11114.51	9.316520	12244.80
2017-08-30	9.317348	9.317348	0	0	close	11123.72	0.000000	12254.01
2017-08-31	9.317348	9.317348	1	0	buy	11123.72	0.000000	12254.01
2017-08-31	9.317348	9.317348	0	0	close	11123.72	0.000000	12254.01
2017-09-03	9.317348	9.317348	1	0	buy	11123.72	0.000000	12254.01
2017-09-03	9.317348	9.317348	0	0	close	11123.72	0.000000	12254.01
2017-09-04	9.317348	9.317348	1	0	buy	11123.72	0.000000	12254.01
2017-09-04	9.317348	9.317348	0	0	close	11123.72	0.000000	12254.01
2017-09-05	9.317348	9.317348	1	0	buy	11123.72	0.000000	12254.01
2017-09-05	9.317348	9.317348	0	0	close	11123.72	0.000000	12254.01
2017-09-06	9.317348	9.317348	0	1	sell	11123.72	9.317348	12263.32
2017-09-06	9.318176	9.318176	0	0	close	11132.93	0.000000	12272.53
2017-09-07	9.318176	9.318176	1	0	buy	11132.93	0.000000	12272.53
2017-09-07	9.318176	9.318176	0	0	close	11132.93	0.000000	12272.53
2017-09-10	9.318176	9.318176	0	1	sell	11132.93	9.318176	12281.85
2017-09-10	9.319003	9.319003	0	0	close	11142.15	0.000000	12291.06
2017-09-11	9.319003	9.319003	0	0	0	11142.15	0.000000	12291.06
2017-09-11	9.319003	9.319003	0	0	0	11142.15	0.000000	12291.06
2017-09-12	9.319003	9.319003	0	1	sell	11142.15	9.319003	12300.38
2017-09-12	9.319829	9.319829	0	0	close	11151.36	0.000000	12309.59
2017-09-13	9.319829	9.319829	0	1	sell	11151.36	9.319829	12318.91
2017-09-13	9.320655	9.320655	0	0	close	11160.57	0.000000	12328.12
2017-09-14	9.320655	9.320655	0	1	sell	11160.57	9.320655	12337.44
2017-09-14	9.321480	9.321480	0	0	close	11169.78	0.000000	12346.66
2017-09-17	9.321480	9.321480	0	1	sell	11169.78	9.321480	12355.98
2017-09-17	9.322304	9.322304	0	0	close	11178.99	0.000000	12365.19
2017-09-18	9.322304	9.322304	0	1	sell	11178.99	9.322304	12374.51
2017-09-18	9.323128	9.323128	0	0	close	11188.20	0.000000	12383.72
2017-09-19	9.323128	9.323128	1	0	buy	11188.20	0.000000	12383.72
2017-09-19	9.323128	9.323128	0	0	close	11188.20	0.000000	12383.72
2017-09-20	9.323128	9.323128	0	0	0	11188.20	0.000000	12383.72
2017-09-20	9.323128	9.323128	0	0	0	11188.20	0.000000	12383.72
2017-09-21	9.323128	9.323128	1	0	buy	11188.20	0.000000	12383.72
2017-09-21	9.323128	9.323128	0	0	close	11188.20	0.000000	12383.72
2017-09-24	9.323128	9.323128	0	0	0	11188.20	0.000000	12383.72
2017-09-24	9.323128	9.323128	0	0	0	11188.20	0.000000	12383.72
2017-09-25	9.323128	9.323128	0	0	0	11188.20	0.000000	12383.72
2017-09-25	9.323128	9.323128	0	0	0	11188.20	0.000000	12383.72
2017-09-26	9.323128	9.323128	0	0	0	11188.20	0.000000	12383.72
2017-09-26	9.323128	9.323128	0	0	0	11188.20	0.000000	12383.72
2017-09-27	9.323128	9.323128	1	0	buy	11188.20	0.000000	12383.72
2017-09-27	9.323128	9.323128	0	0	close	11188.20	0.000000	12383.72
2017-09-28	9.323128	9.323128	1	0	buy	11188.20	0.000000	12383.72
2017-09-28	9.323128	9.323128	0	0	close	11188.20	0.000000	12383.72
2017-10-01	9.323128	9.323128	0	0	0	11188.20	0.000000	12383.72
2017-10-01	9.323128	9.323128	0	0	0	11188.20	0.000000	12383.72
2017-10-02	9.323128	9.323128	0	1	sell	11188.20	9.323128	12393.04
2017-10-02	9.323951	9.323951	0	0	close	11197.41	0.000000	12402.26
2017-10-03	9.323951	9.323951	1	0	buy	11197.41	0.000000	12402.26
2017-10-03	9.323951	9.323951	0	0	close	11197.41	0.000000	12402.26
2017-10-04	9.323951	9.323951	0	0	0	11197.41	0.000000	12402.26
2017-10-04	9.323951	9.323951	0	0	0	11197.41	0.000000	12402.26
2017-10-05	9.323951	9.323951	0	1	sell	11197.41	9.323951	12411.58
2017-10-05	9.324773	9.324773	0	0	close	11206.62	0.000000	12420.79
2017-10-08	9.324773	9.324773	1	0	buy	11206.62	0.000000	12420.79
2017-10-08	9.324773	9.324773	0	0	close	11206.62	0.000000	12420.79
2017-10-09	9.324773	9.324773	1	0	buy	11206.62	0.000000	12420.79
2017-10-09	9.324773	9.324773	0	0	close	11206.62	0.000000	12420.79
2017-10-10	9.324773	9.324773	0	0	0	11206.62	0.000000	12420.79
2017-10-10	9.324773	9.324773	0	0	0	11206.62	0.000000	12420.79
2017-10-11	9.324773	9.324773	0	0	0	11206.62	0.000000	12420.79
2017-10-11	9.324773	9.324773	0	0	0	11206.62	0.000000	12420.79
2017-10-12	9.324773	9.324773	1	0	buy	11206.62	0.000000	12420.79
2017-10-12	9.324773	9.324773	0	0	close	11206.62	0.000000	12420.79
2017-10-15	9.324773	9.324773	0	0	0	11206.62	0.000000	12420.79
2017-10-15	9.324773	9.324773	0	0	0	11206.62	0.000000	12420.79
2017-10-16	9.324773	9.324773	0	0	0	11206.62	0.000000	12420.79
2017-10-16	9.324773	9.324773	0	0	0	11206.62	0.000000	12420.79
2017-10-17	9.324773	9.324773	0	1	sell	11206.62	9.324773	12430.11
2017-10-17	9.325594	9.325594	0	0	close	11215.83	0.000000	12439.33
2017-10-18	9.325594	9.325594	0	1	sell	11215.83	9.325594	12448.65
2017-10-18	9.326415	9.326415	0	0	close	11225.04	0.000000	12457.86
2017-10-19	9.326415	9.326415	0	1	sell	11225.04	9.326415	12467.19
2017-10-19	9.327236	9.327236	0	0	close	11234.25	0.000000	12476.40
2017-10-22	9.327236	9.327236	0	0	0	11234.25	0.000000	12476.40
2017-10-22	9.327236	9.327236	0	0	0	11234.25	0.000000	12476.40
2017-10-23	9.327236	9.327236	1	0	buy	11234.25	0.000000	12476.40
2017-10-23	9.327236	9.327236	0	0	close	11234.25	0.000000	12476.40
2017-10-24	9.327236	9.327236	0	1	sell	11234.25	9.327236	12485.73
2017-10-24	9.328055	9.328055	0	0	close	11243.47	0.000000	12494.94
2017-10-25	9.328055	9.328055	1	0	buy	11243.47	0.000000	12494.94
2017-10-25	9.328055	9.328055	0	0	close	11243.47	0.000000	12494.94
2017-10-26	9.328055	9.328055	0	1	sell	11243.47	9.328055	12504.27
2017-10-26	9.328874	9.328874	0	0	close	11252.68	0.000000	12513.48
2017-10-30	9.328874	9.328874	1	0	buy	11252.68	0.000000	12513.48
2017-10-30	9.328874	9.328874	0	0	close	11252.68	0.000000	12513.48
2017-10-31	9.328874	9.328874	1	0	buy	11252.68	0.000000	12513.48
2017-10-31	9.328874	9.328874	0	0	close	11252.68	0.000000	12513.48
2017-11-01	9.328874	9.328874	0	0	0	11252.68	0.000000	12513.48
2017-11-01	9.328874	9.328874	0	0	0	11252.68	0.000000	12513.48
2017-11-02	9.328874	9.328874	0	0	0	11252.68	0.000000	12513.48
2017-11-02	9.328874	9.328874	0	0	0	11252.68	0.000000	12513.48
2017-11-03	9.328874	9.328874	0	1	sell	11252.68	9.328874	12522.81
2017-11-03	9.329692	9.329692	0	0	close	11261.89	0.000000	12532.02
2017-11-06	9.329692	9.329692	0	1	sell	11261.89	9.329692	12541.35
2017-11-06	9.330510	9.330510	0	0	close	11271.10	0.000000	12550.56
2017-11-07	9.330510	9.330510	1	0	buy	11271.10	0.000000	12550.56
2017-11-07	9.330510	9.330510	0	0	close	11271.10	0.000000	12550.56
2017-11-08	9.330510	9.330510	1	0	buy	11271.10	0.000000	12550.56
2017-11-08	9.330510	9.330510	0	0	close	11271.10	0.000000	12550.56
2017-11-09	9.330510	9.330510	0	1	sell	11271.10	9.330510	12559.89
2017-11-09	9.331327	9.331327	0	0	close	11280.31	0.000000	12569.10
2017-11-10	9.331327	9.331327	1	0	buy	11280.31	0.000000	12569.10
2017-11-10	9.331327	9.331327	0	0	close	11280.31	0.000000	12569.10
2017-11-13	9.331327	9.331327	0	0	0	11280.31	0.000000	12569.10
2017-11-13	9.331327	9.331327	0	0	0	11280.31	0.000000	12569.10
2017-11-14	9.331327	9.331327	0	1	sell	11280.31	9.331327	12578.43
2017-11-14	9.332143	9.332143	0	0	close	11289.52	0.000000	12587.64
2017-11-15	9.332143	9.332143	1	0	buy	11289.52	0.000000	12587.64
2017-11-15	9.332143	9.332143	0	0	close	11289.52	0.000000	12587.64
2017-11-20	9.332143	9.332143	1	0	buy	11289.52	0.000000	12587.64
2017-11-20	9.332143	9.332143	0	0	close	11289.52	0.000000	12587.64
2017-11-21	9.332143	9.332143	0	1	sell	11289.52	9.332143	12596.97
2017-11-21	9.332958	9.332958	0	0	close	11298.73	0.000000	12606.18
2017-11-22	9.332958	9.332958	1	0	buy	11298.73	0.000000	12606.18
2017-11-22	9.332958	9.332958	0	0	close	11298.73	0.000000	12606.18
2017-11-23	9.332958	9.332958	0	0	0	11298.73	0.000000	12606.18
2017-11-23	9.332958	9.332958	0	0	0	11298.73	0.000000	12606.18
2017-11-24	9.332958	9.332958	0	1	sell	11298.73	9.332958	12615.52
2017-11-24	9.333773	9.333773	0	0	close	11307.94	0.000000	12624.73
2017-11-27	9.333773	9.333773	0	1	sell	11307.94	9.333773	12634.06
2017-11-27	9.334587	9.334587	0	0	close	11317.15	0.000000	12643.27
2017-11-28	9.334587	9.334587	0	0	0	11317.15	0.000000	12643.27
2017-11-28	9.334587	9.334587	0	0	0	11317.15	0.000000	12643.27
2017-11-29	9.334587	9.334587	0	1	sell	11317.15	9.334587	12652.61
2017-11-29	9.335401	9.335401	0	0	close	11326.36	0.000000	12661.82
2017-11-30	9.335401	9.335401	0	1	sell	11326.36	9.335401	12671.15
2017-11-30	9.336214	9.336214	0	0	close	11335.57	0.000000	12680.36
2017-12-01	9.336214	9.336214	0	1	sell	11335.57	9.336214	12689.70
2017-12-01	9.337026	9.337026	0	0	close	11344.78	0.000000	12698.91
2017-12-04	9.337026	9.337026	0	1	sell	11344.78	9.337026	12708.25
2017-12-04	9.337838	9.337838	0	0	close	11354.00	0.000000	12717.46
2017-12-05	9.337838	9.337838	1	0	buy	11354.00	0.000000	12717.46
2017-12-05	9.337838	9.337838	0	0	close	11354.00	0.000000	12717.46
2017-12-06	9.337838	9.337838	1	0	buy	11354.00	0.000000	12717.46
2017-12-06	9.337838	9.337838	0	0	close	11354.00	0.000000	12717.46
2017-12-07	9.337838	9.337838	0	0	0	11354.00	0.000000	12717.46
2017-12-07	9.337838	9.337838	0	0	0	11354.00	0.000000	12717.46
2017-12-08	9.337838	9.337838	0	1	sell	11354.00	9.337838	12726.80
2017-12-08	9.338649	9.338649	0	0	close	11363.21	0.000000	12736.01
2017-12-11	9.338649	9.338649	0	0	0	11363.21	0.000000	12736.01
2017-12-11	9.338649	9.338649	0	0	0	11363.21	0.000000	12736.01
2017-12-12	9.338649	9.338649	0	1	sell	11363.21	9.338649	12745.35
2017-12-12	9.339459	9.339459	0	0	close	11372.42	0.000000	12754.56
2017-12-13	9.339459	9.339459	1	0	buy	11372.42	0.000000	12754.56
2017-12-13	9.339459	9.339459	0	0	close	11372.42	0.000000	12754.56
2017-12-14	9.339459	9.339459	0	0	0	11372.42	0.000000	12754.56
2017-12-14	9.339459	9.339459	0	0	0	11372.42	0.000000	12754.56
2017-12-15	9.339459	9.339459	1	0	buy	11372.42	0.000000	12754.56
2017-12-15	9.339459	9.339459	0	0	close	11372.42	0.000000	12754.56
2017-12-18	9.339459	9.339459	0	1	sell	11372.42	9.339459	12763.90
2017-12-18	9.340269	9.340269	0	0	close	11381.63	0.000000	12773.11
2017-12-19	9.340269	9.340269	0	1	sell	11381.63	9.340269	12782.45
2017-12-19	9.341078	9.341078	0	0	close	11390.84	0.000000	12791.66
2017-12-20	9.341078	9.341078	0	1	sell	11390.84	9.341078	12801.00
2017-12-20	9.341886	9.341886	0	0	close	11400.05	0.000000	12810.21
2017-12-21	9.341886	9.341886	0	1	sell	11400.05	9.341886	12819.55
2017-12-21	9.342693	9.342693	0	0	close	11409.26	0.000000	12828.76
2017-12-22	9.342693	9.342693	0	0	0	11409.26	0.000000	12828.76
2017-12-22	9.342693	9.342693	0	0	0	11409.26	0.000000	12828.76
2017-12-26	9.342693	9.342693	0	0	0	11409.26	0.000000	12828.76
2017-12-26	9.342693	9.342693	0	0	0	11409.26	0.000000	12828.76
2017-12-27	9.342693	9.342693	1	0	buy	11409.26	0.000000	12828.76
2017-12-27	9.342693	9.342693	0	0	close	11409.26	0.000000	12828.76
2017-12-28	9.342693	9.342693	1	0	buy	11409.26	0.000000	12828.76
2017-12-28	9.342693	9.342693	0	0	close	11409.26	0.000000	12828.76
2017-12-29	9.342693	9.342693	1	0	buy	11409.26	0.000000	12828.76
2017-12-29	9.342693	9.342693	0	0	close	11409.26	0.000000	12828.76
2018-01-01	9.342693	9.342693	0	0	0	11409.26	0.000000	12828.76
2018-01-01	9.342693	9.342693	0	0	0	11409.26	0.000000	12828.76
2018-01-02	9.342693	9.342693	1	0	buy	11409.26	0.000000	12828.76
2018-01-02	9.342693	9.342693	0	0	close	11409.26	0.000000	12828.76
2018-01-03	9.342693	9.342693	0	0	0	11409.26	0.000000	12828.76
2018-01-03	9.342693	9.342693	0	0	0	11409.26	0.000000	12828.76
2018-01-04	9.342693	9.342693	0	0	0	11409.26	0.000000	12828.76
2018-01-04	9.342693	9.342693	0	0	0	11409.26	0.000000	12828.76
2018-01-05	9.342693	9.342693	0	1	sell	11409.26	9.342693	12838.11
2018-01-05	9.343500	9.343500	0	0	close	11418.47	0.000000	12847.32
2018-01-08	9.343500	9.343500	0	0	0	11418.47	0.000000	12847.32
2018-01-08	9.343500	9.343500	0	0	0	11418.47	0.000000	12847.32
2018-01-09	9.343500	9.343500	1	0	buy	11418.47	0.000000	12847.32
2018-01-09	9.343500	9.343500	0	0	close	11418.47	0.000000	12847.32
2018-01-10	9.343500	9.343500	1	0	buy	11418.47	0.000000	12847.32
2018-01-10	9.343500	9.343500	0	0	close	11418.47	0.000000	12847.32
2018-01-11	9.343500	9.343500	0	0	0	11418.47	0.000000	12847.32
2018-01-11	9.343500	9.343500	0	0	0	11418.47	0.000000	12847.32
2018-01-12	9.343500	9.343500	1	0	buy	11418.47	0.000000	12847.32
2018-01-12	9.343500	9.343500	0	0	close	11418.47	0.000000	12847.32
2018-01-15	9.343500	9.343500	1	0	buy	11418.47	0.000000	12847.32
2018-01-15	9.343500	9.343500	0	0	close	11418.47	0.000000	12847.32
2018-01-16	9.343500	9.343500	0	0	0	11418.47	0.000000	12847.32
2018-01-16	9.343500	9.343500	0	0	0	11418.47	0.000000	12847.32
2018-01-17	9.343500	9.343500	1	0	buy	11418.47	0.000000	12847.32
2018-01-17	9.343500	9.343500	0	0	close	11418.47	0.000000	12847.32
2018-01-18	9.343500	9.343500	0	1	sell	11418.47	9.343500	12856.66
2018-01-18	9.344307	9.344307	0	0	close	11427.68	0.000000	12865.87
2018-01-19	9.344307	9.344307	1	0	buy	11427.68	0.000000	12865.87
2018-01-19	9.344307	9.344307	0	0	close	11427.68	0.000000	12865.87
2018-01-22	9.344307	9.344307	0	1	sell	11427.68	9.344307	12875.21
2018-01-22	9.345112	9.345112	0	0	close	11436.89	0.000000	12884.43
2018-01-23	9.345112	9.345112	1	0	buy	11436.89	0.000000	12884.43
2018-01-23	9.345112	9.345112	0	0	close	11436.89	0.000000	12884.43
2018-01-24	9.345112	9.345112	1	0	buy	11436.89	0.000000	12884.43
2018-01-24	9.345112	9.345112	0	0	close	11436.89	0.000000	12884.43
2018-01-25	9.345112	9.345112	1	0	buy	11436.89	0.000000	12884.43
2018-01-25	9.345112	9.345112	0	0	close	11436.89	0.000000	12884.43
2018-01-26	9.345112	9.345112	0	1	sell	11436.89	9.345112	12893.77
2018-01-26	9.345918	9.345918	0	0	close	11446.10	0.000000	12902.98
2018-01-29	9.345918	9.345918	0	0	0	11446.10	0.000000	12902.98
2018-01-29	9.345918	9.345918	0	0	0	11446.10	0.000000	12902.98
2018-01-30	9.345918	9.345918	0	1	sell	11446.10	9.345918	12912.33
2018-01-30	9.346722	9.346722	0	0	close	11455.31	0.000000	12921.54
2018-01-31	9.346722	9.346722	0	1	sell	11455.31	9.346722	12930.88
2018-01-31	9.347526	9.347526	0	0	close	11464.53	0.000000	12940.10
2018-02-01	9.347526	9.347526	0	0	0	11464.53	0.000000	12940.10
2018-02-01	9.347526	9.347526	0	0	0	11464.53	0.000000	12940.10
2018-02-02	9.347526	9.347526	0	1	sell	11464.53	9.347526	12949.44
2018-02-02	9.348329	9.348329	0	0	close	11473.74	0.000000	12958.65
2018-02-05	9.348329	9.348329	0	0	0	11473.74	0.000000	12958.65
2018-02-05	9.348329	9.348329	0	0	0	11473.74	0.000000	12958.65
2018-02-06	9.348329	9.348329	0	0	0	11473.74	0.000000	12958.65
2018-02-06	9.348329	9.348329	0	0	0	11473.74	0.000000	12958.65
2018-02-07	9.348329	9.348329	0	0	0	11473.74	0.000000	12958.65
2018-02-07	9.348329	9.348329	0	0	0	11473.74	0.000000	12958.65
2018-02-08	9.348329	9.348329	0	1	sell	11473.74	9.348329	12968.00
2018-02-08	9.349131	9.349131	0	0	close	11482.95	0.000000	12977.21
2018-02-09	9.349131	9.349131	1	0	buy	11482.95	0.000000	12977.21
2018-02-09	9.349131	9.349131	0	0	close	11482.95	0.000000	12977.21
2018-02-12	9.349131	9.349131	1	0	buy	11482.95	0.000000	12977.21
2018-02-12	9.349131	9.349131	0	0	close	11482.95	0.000000	12977.21
2018-02-13	9.349131	9.349131	1	0	buy	11482.95	0.000000	12977.21
2018-02-13	9.349131	9.349131	0	0	close	11482.95	0.000000	12977.21
2018-02-14	9.349131	9.349131	1	0	buy	11482.95	0.000000	12977.21
2018-02-14	9.349131	9.349131	0	0	close	11482.95	0.000000	12977.21
2018-02-15	9.349131	9.349131	1	0	buy	11482.95	0.000000	12977.21
2018-02-15	9.349131	9.349131	0	0	close	11482.95	0.000000	12977.21
2018-02-16	9.349131	9.349131	1	0	buy	11482.95	0.000000	12977.21
2018-02-16	9.349131	9.349131	0	0	close	11482.95	0.000000	12977.21
2018-02-19	9.349131	9.349131	0	1	sell	11482.95	9.349131	12986.56
2018-02-19	9.349933	9.349933	0	0	close	11492.16	0.000000	12995.77
2018-02-20	9.349933	9.349933	0	1	sell	11492.16	9.349933	13005.12
2018-02-20	9.350734	9.350734	0	0	close	11501.37	0.000000	13014.33
2018-02-21	9.350734	9.350734	0	1	sell	11501.37	9.350734	13023.68
2018-02-21	9.351535	9.351535	0	0	close	11510.58	0.000000	13032.90
2018-02-22	9.351535	9.351535	1	0	buy	11510.58	0.000000	13032.90
2018-02-22	9.351535	9.351535	0	0	close	11510.58	0.000000	13032.90
2018-02-23	9.351535	9.351535	1	0	buy	11510.58	0.000000	13032.90
2018-02-23	9.351535	9.351535	0	0	close	11510.58	0.000000	13032.90
2018-02-26	9.351535	9.351535	1	0	buy	11510.58	0.000000	13032.90
2018-02-26	9.351535	9.351535	0	0	close	11510.58	0.000000	13032.90
2018-02-27	9.351535	9.351535	0	1	sell	11510.58	9.351535	13042.25
2018-02-27	9.352335	9.352335	0	0	close	11519.79	0.000000	13051.46
2018-02-28	9.352335	9.352335	1	0	buy	11519.79	0.000000	13051.46
2018-02-28	9.352335	9.352335	0	0	close	11519.79	0.000000	13051.46
2018-03-01	9.352335	9.352335	1	0	buy	11519.79	0.000000	13051.46
2018-03-01	9.352335	9.352335	0	0	close	11519.79	0.000000	13051.46
2018-03-02	9.352335	9.352335	0	0	0	11519.79	0.000000	13051.46
2018-03-02	9.352335	9.352335	0	0	0	11519.79	0.000000	13051.46
2018-03-05	9.352335	9.352335	0	0	0	11519.79	0.000000	13051.46
2018-03-05	9.352335	9.352335	0	0	0	11519.79	0.000000	13051.46
2018-03-06	9.352335	9.352335	0	0	0	11519.79	0.000000	13051.46
2018-03-06	9.352335	9.352335	0	0	0	11519.79	0.000000	13051.46
2018-03-07	9.352335	9.352335	0	0	0	11519.79	0.000000	13051.46
2018-03-07	9.352335	9.352335	0	0	0	11519.79	0.000000	13051.46
2018-03-08	9.352335	9.352335	0	0	0	11519.79	0.000000	13051.46
2018-03-08	9.352335	9.352335	0	0	0	11519.79	0.000000	13051.46
2018-03-09	9.352335	9.352335	0	0	0	11519.79	0.000000	13051.46
2018-03-09	9.352335	9.352335	0	0	0	11519.79	0.000000	13051.46
2018-03-12	9.352335	9.352335	0	0	0	11519.79	0.000000	13051.46
2018-03-12	9.352335	9.352335	0	0	0	11519.79	0.000000	13051.46
2018-03-13	9.352335	9.352335	0	1	sell	11519.79	9.352335	13060.81
2018-03-13	9.353134	9.353134	0	0	close	11529.00	0.000000	13070.02
2018-03-14	9.353134	9.353134	0	0	0	11529.00	0.000000	13070.02
2018-03-14	9.353134	9.353134	0	0	0	11529.00	0.000000	13070.02
2018-03-15	9.353134	9.353134	0	0	0	11529.00	0.000000	13070.02
2018-03-15	9.353134	9.353134	0	0	0	11529.00	0.000000	13070.02
2018-03-16	9.353134	9.353134	0	0	0	11529.00	0.000000	13070.02
2018-03-16	9.353134	9.353134	0	0	0	11529.00	0.000000	13070.02
2018-03-19	9.353134	9.353134	0	0	0	11529.00	0.000000	13070.02
2018-03-19	9.353134	9.353134	0	0	0	11529.00	0.000000	13070.02
2018-03-20	9.353134	9.353134	0	1	sell	11529.00	9.353134	13079.37
2018-03-20	9.353932	9.353932	0	0	close	11538.21	0.000000	13088.59
2018-03-21	9.353932	9.353932	0	0	0	11538.21	0.000000	13088.59
2018-03-21	9.353932	9.353932	0	0	0	11538.21	0.000000	13088.59
2018-03-22	9.353932	9.353932	0	0	0	11538.21	0.000000	13088.59
2018-03-22	9.353932	9.353932	0	0	0	11538.21	0.000000	13088.59
2018-03-23	9.353932	9.353932	0	0	0	11538.21	0.000000	13088.59
2018-03-23	9.353932	9.353932	0	0	0	11538.21	0.000000	13088.59
2018-03-25	9.353932	9.353932	0	0	0	11538.21	0.000000	13088.59
2018-03-25	9.353932	9.353932	0	0	0	11538.21	0.000000	13088.59
2018-03-26	9.353932	9.353932	0	0	0	11538.21	0.000000	13088.59
2018-03-26	9.353932	9.353932	0	0	0	11538.21	0.000000	13088.59
2018-03-27	9.353932	9.353932	0	1	sell	11538.21	9.353932	13097.94
2018-03-27	9.354730	9.354730	0	0	close	11547.42	0.000000	13107.15
2018-03-28	9.354730	9.354730	0	1	sell	11547.42	9.354730	13116.50
2018-03-28	9.355528	9.355528	0	0	close	11556.63	0.000000	13125.72
2018-03-29	9.355528	9.355528	0	0	0	11556.63	0.000000	13125.72
2018-03-29	9.355528	9.355528	0	0	0	11556.63	0.000000	13125.72
2018-04-01	9.355528	9.355528	0	1	sell	11556.63	9.355528	13135.07
2018-04-01	9.356324	9.356324	0	0	close	11565.85	0.000000	13144.28
2018-04-02	9.356324	9.356324	0	0	0	11565.85	0.000000	13144.28
2018-04-02	9.356324	9.356324	0	0	0	11565.85	0.000000	13144.28
2018-04-03	9.356324	9.356324	0	1	sell	11565.85	9.356324	13153.64
2018-04-03	9.357121	9.357121	0	0	close	11575.06	0.000000	13162.85
2018-04-04	9.357121	9.357121	0	0	0	11575.06	0.000000	13162.85
2018-04-04	9.357121	9.357121	0	0	0	11575.06	0.000000	13162.85
2018-04-05	9.357121	9.357121	0	0	0	11575.06	0.000000	13162.85
2018-04-05	9.357121	9.357121	0	0	0	11575.06	0.000000	13162.85
2018-04-08	9.357121	9.357121	1	0	buy	11575.06	0.000000	13162.85
2018-04-08	9.357121	9.357121	0	0	close	11575.06	0.000000	13162.85
2018-04-09	9.357121	9.357121	0	1	sell	11575.06	9.357121	13172.21
2018-04-09	9.357916	9.357916	0	0	close	11584.27	0.000000	13181.42
2018-04-10	9.357916	9.357916	1	0	buy	11584.27	0.000000	13181.42
2018-04-10	9.357916	9.357916	0	0	close	11584.27	0.000000	13181.42
2018-04-11	9.357916	9.357916	0	1	sell	11584.27	9.357916	13190.78
2018-04-11	9.358711	9.358711	0	0	close	11593.48	0.000000	13199.99
2018-04-12	9.358711	9.358711	0	0	0	11593.48	0.000000	13199.99
2018-04-12	9.358711	9.358711	0	0	0	11593.48	0.000000	13199.99
2018-04-15	9.358711	9.358711	1	0	buy	11593.48	0.000000	13199.99
2018-04-15	9.358711	9.358711	0	0	close	11593.48	0.000000	13199.99
2018-04-16	9.358711	9.358711	0	0	0	11593.48	0.000000	13199.99
2018-04-16	9.358711	9.358711	0	0	0	11593.48	0.000000	13199.99
2018-04-17	9.358711	9.358711	0	1	sell	11593.48	9.358711	13209.34
2018-04-17	9.359505	9.359505	0	0	close	11602.69	0.000000	13218.56
2018-04-18	9.359505	9.359505	0	0	0	11602.69	0.000000	13218.56
2018-04-18	9.359505	9.359505	0	0	0	11602.69	0.000000	13218.56
2018-04-19	9.359505	9.359505	0	1	sell	11602.69	9.359505	13227.92
2018-04-19	9.360299	9.360299	0	0	close	11611.90	0.000000	13237.13
2018-04-22	9.360299	9.360299	0	1	sell	11611.90	9.360299	13246.49
2018-04-22	9.361091	9.361091	0	0	close	11621.11	0.000000	13255.70
2018-04-23	9.361091	9.361091	0	1	sell	11621.11	9.361091	13265.06
2018-04-23	9.361884	9.361884	0	0	close	11630.32	0.000000	13274.27
2018-04-24	9.361884	9.361884	1	0	buy	11630.32	0.000000	13274.27
2018-04-24	9.361884	9.361884	0	0	close	11630.32	0.000000	13274.27
2018-04-25	9.361884	9.361884	0	0	0	11630.32	0.000000	13274.27
2018-04-25	9.361884	9.361884	0	0	0	11630.32	0.000000	13274.27
2018-04-26	9.361884	9.361884	0	1	sell	11630.32	9.361884	13283.63
2018-04-26	9.362675	9.362675	0	0	close	11639.53	0.000000	13292.84
2018-04-29	9.362675	9.362675	1	0	buy	11639.53	0.000000	13292.84
2018-04-29	9.362675	9.362675	0	0	close	11639.53	0.000000	13292.84
2018-04-30	9.362675	9.362675	0	0	0	11639.53	0.000000	13292.84
2018-04-30	9.362675	9.362675	0	0	0	11639.53	0.000000	13292.84
2018-05-01	9.362675	9.362675	0	1	sell	11639.53	9.362675	13302.20
2018-05-01	9.363466	9.363466	0	0	close	11648.74	0.000000	13311.42
2018-05-02	9.363466	9.363466	1	0	buy	11648.74	0.000000	13311.42
2018-05-02	9.363466	9.363466	0	0	close	11648.74	0.000000	13311.42
2018-05-03	9.363466	9.363466	1	0	buy	11648.74	0.000000	13311.42
2018-05-03	9.363466	9.363466	0	0	close	11648.74	0.000000	13311.42
2018-05-06	9.363466	9.363466	0	1	sell	11648.74	9.363466	13320.78
2018-05-06	9.364257	9.364257	0	0	close	11657.95	0.000000	13329.99
2018-05-07	9.364257	9.364257	0	0	0	11657.95	0.000000	13329.99
2018-05-07	9.364257	9.364257	0	0	0	11657.95	0.000000	13329.99
2018-05-08	9.364257	9.364257	0	1	sell	11657.95	9.364257	13339.35
2018-05-08	9.365047	9.365047	0	0	close	11667.16	0.000000	13348.56
2018-05-09	9.365047	9.365047	0	1	sell	11667.16	9.365047	13357.93
2018-05-09	9.365836	9.365836	0	0	close	11676.38	0.000000	13367.14
2018-05-10	9.365836	9.365836	1	0	buy	11676.38	0.000000	13367.14
2018-05-10	9.365836	9.365836	0	0	close	11676.38	0.000000	13367.14
2018-05-13	9.365836	9.365836	0	1	sell	11676.38	9.365836	13376.51
2018-05-13	9.366624	9.366624	0	0	close	11685.59	0.000000	13385.72
2018-05-14	9.366624	9.366624	0	1	sell	11685.59	9.366624	13395.08
2018-05-14	9.367412	9.367412	0	0	close	11694.80	0.000000	13404.29
2018-05-15	9.367412	9.367412	0	0	0	11694.80	0.000000	13404.29
2018-05-15	9.367412	9.367412	0	0	0	11694.80	0.000000	13404.29
2018-05-16	9.367412	9.367412	0	1	sell	11694.80	9.367412	13413.66
2018-05-16	9.368199	9.368199	0	0	close	11704.01	0.000000	13422.87
2018-05-17	9.368199	9.368199	0	1	sell	11704.01	9.368199	13432.24
2018-05-17	9.368986	9.368986	0	0	close	11713.22	0.000000	13441.45
2018-05-20	9.368986	9.368986	0	1	sell	11713.22	9.368986	13450.82
2018-05-20	9.369772	9.369772	0	0	close	11722.43	0.000000	13460.03
2018-05-21	9.369772	9.369772	1	0	buy	11722.43	0.000000	13460.03
2018-05-21	9.369772	9.369772	0	0	close	11722.43	0.000000	13460.03
2018-05-22	9.369772	9.369772	1	0	buy	11722.43	0.000000	13460.03
2018-05-22	9.369772	9.369772	0	0	close	11722.43	0.000000	13460.03
2018-05-23	9.369772	9.369772	1	0	buy	11722.43	0.000000	13460.03
2018-05-23	9.369772	9.369772	0	0	close	11722.43	0.000000	13460.03
2018-05-24	9.369772	9.369772	0	0	0	11722.43	0.000000	13460.03
2018-05-24	9.369772	9.369772	0	0	0	11722.43	0.000000	13460.03
2018-05-27	9.369772	9.369772	0	0	0	11722.43	0.000000	13460.03
2018-05-27	9.369772	9.369772	0	0	0	11722.43	0.000000	13460.03
2018-05-28	9.369772	9.369772	1	0	buy	11722.43	0.000000	13460.03
2018-05-28	9.369772	9.369772	0	0	close	11722.43	0.000000	13460.03
2018-05-29	9.369772	9.369772	1	0	buy	11722.43	0.000000	13460.03
2018-05-29	9.369772	9.369772	0	0	close	11722.43	0.000000	13460.03
2018-05-30	9.369772	9.369772	1	0	buy	11722.43	0.000000	13460.03
2018-05-30	9.369772	9.369772	0	0	close	11722.43	0.000000	13460.03
2018-05-31	9.369772	9.369772	0	1	sell	11722.43	9.369772	13469.40
2018-05-31	9.370558	9.370558	0	0	close	11731.64	0.000000	13478.61
2018-06-03	9.370558	9.370558	0	0	0	11731.64	0.000000	13478.61
2018-06-03	9.370558	9.370558	0	0	0	11731.64	0.000000	13478.61
2018-06-04	9.370558	9.370558	0	1	sell	11731.64	9.370558	13487.98
2018-06-04	9.371342	9.371342	0	0	close	11740.85	0.000000	13497.19
2018-06-05	9.371342	9.371342	0	1	sell	11740.85	9.371342	13506.57
2018-06-05	9.372127	9.372127	0	0	close	11750.06	0.000000	13515.78
2018-06-06	9.372127	9.372127	0	0	0	11750.06	0.000000	13515.78
2018-06-06	9.372127	9.372127	0	0	0	11750.06	0.000000	13515.78
2018-06-07	9.372127	9.372127	0	0	0	11750.06	0.000000	13515.78
2018-06-07	9.372127	9.372127	0	0	0	11750.06	0.000000	13515.78
2018-06-10	9.372127	9.372127	0	1	sell	11750.06	9.372127	13525.15
2018-06-10	9.372910	9.372910	0	0	close	11759.27	0.000000	13534.36
2018-06-11	9.372910	9.372910	0	1	sell	11759.27	9.372910	13543.73
2018-06-11	9.373693	9.373693	0	0	close	11768.48	0.000000	13552.94
2018-06-12	9.373693	9.373693	0	0	0	11768.48	0.000000	13552.94
2018-06-12	9.373693	9.373693	0	0	0	11768.48	0.000000	13552.94
2018-06-13	9.373693	9.373693	1	0	buy	11768.48	0.000000	13552.94
2018-06-13	9.373693	9.373693	0	0	close	11768.48	0.000000	13552.94
2018-06-14	9.373693	9.373693	0	0	0	11768.48	0.000000	13552.94
2018-06-14	9.373693	9.373693	0	0	0	11768.48	0.000000	13552.94
2018-06-17	9.373693	9.373693	1	0	buy	11768.48	0.000000	13552.94
2018-06-17	9.373693	9.373693	0	0	close	11768.48	0.000000	13552.94
2018-06-18	9.373693	9.373693	1	0	buy	11768.48	0.000000	13552.94
2018-06-18	9.373693	9.373693	0	0	close	11768.48	0.000000	13552.94
2018-06-19	9.373693	9.373693	0	1	sell	11768.48	9.373693	13562.32
2018-06-19	9.374476	9.374476	0	0	close	11777.69	0.000000	13571.53
2018-06-20	9.374476	9.374476	0	1	sell	11777.69	9.374476	13580.90
2018-06-20	9.375257	9.375257	0	0	close	11786.91	0.000000	13590.11
2018-06-21	9.375257	9.375257	1	0	buy	11786.91	0.000000	13590.11
2018-06-21	9.375257	9.375257	0	0	close	11786.91	0.000000	13590.11
2018-06-24	9.375257	9.375257	1	0	buy	11786.91	0.000000	13590.11
2018-06-24	9.375257	9.375257	0	0	close	11786.91	0.000000	13590.11
2018-06-25	9.375257	9.375257	1	0	buy	11786.91	0.000000	13590.11
2018-06-25	9.375257	9.375257	0	0	close	11786.91	0.000000	13590.11
2018-06-26	9.375257	9.375257	0	1	sell	11786.91	9.375257	13599.49
2018-06-26	9.376038	9.376038	0	0	close	11796.12	0.000000	13608.70
2018-06-27	9.376038	9.376038	0	0	0	11796.12	0.000000	13608.70
2018-06-27	9.376038	9.376038	0	0	0	11796.12	0.000000	13608.70
2018-06-28	9.376038	9.376038	0	1	sell	11796.12	9.376038	13618.07
2018-06-28	9.376819	9.376819	0	0	close	11805.33	0.000000	13627.29
2018-07-01	9.376819	9.376819	0	1	sell	11805.33	9.376819	13636.66
2018-07-01	9.377599	9.377599	0	0	close	11814.54	0.000000	13645.87
2018-07-02	9.377599	9.377599	0	1	sell	11814.54	9.377599	13655.25
2018-07-02	9.378378	9.378378	0	0	close	11823.75	0.000000	13664.46
2018-07-03	9.378378	9.378378	1	0	buy	11823.75	0.000000	13664.46
2018-07-03	9.378378	9.378378	0	0	close	11823.75	0.000000	13664.46
2018-07-04	9.378378	9.378378	0	1	sell	11823.75	9.378378	13673.84
2018-07-04	9.379157	9.379157	0	0	close	11832.96	0.000000	13683.05
2018-07-05	9.379157	9.379157	0	1	sell	11832.96	9.379157	13692.43
2018-07-05	9.379935	9.379935	0	0	close	11842.17	0.000000	13701.64

Table 5.2.1 : ROI for financial betting market.

Graph 5.2.1A : ROI for financial betting market. (Normal Kelly model)

Graph 5.2.1B : ROI for financial betting market. (Adjusted Kelly model 1)

Graph 5.2.1C : ROI for financial betting market. (Adjusted Kelly model 2)

Graph 5.2.1D : ROI for financial betting market. (Adjusted Kelly model 3)

Graph 5.2.1E : ROI for financial betting market. (Adjusted Kelly model 4)

Graph 5.2.1F : ROI for financial betting market. (Adjusted Kelly model 5)

Graph 5.2.1G : ROI for financial betting market. (Adjusted Kelly model 6)

6 Conclusion

I can use tick-data from FXCMTickData for this paper while it is weekly and not up-to-date, the getSymbols() able to get near real-time (15 minutes late) where suite for daily trading in Real Time Trading System (Trial) but there are a lot of trading date is not available.

Therefore High Frequency Trading in another research Real Time FXCM where all data price gathered from real-time will be accurate.

7 Appendix

7.1 Documenting File Creation

It’s useful to record some information about how your file was created.

File creation date: 2018-07-13
File latest updated date: 2018-08-05
R version 3.5.1 (2018-07-02)
R version (short form): 3.5.1
rmarkdown package version: 1.10
tufte package version: 0.4
File version: 1.0.1
Author Profile: ®γσ, Eng Lian Hu
GitHub: Source Code
Additional session information

[1] “2018-08-05 22:10:21 JST”

Category	session_info
version	R version 3.5.1 (2018-07-02)
system	x86_64, mingw32
ui	RTerm
language	en
collate	English_United States.1252
tz	Asia/Tokyo
date	2018-08-05

Category	Sys.info
sysname	Windows
release	8.1 x64
version	build 9600
nodename	AUTOBVT-TPMV8DU
machine	x86-64
login	Owner
user	Owner
effective_user	Owner

7.2 Reference

Powered by - Copyright® Intellectual Property Rights of Scibrokes®個人の経営企業

You are feel feel to get the data via FXCMTickData ↩
Kindly refer to GJR-GARCH 模型 for more information↩
armaSearch() error on method = ‘ML’↩
You may feel free to read the comment onto the article Q&A on Kelly criterion, stop-loss, take-profit and also leverage ratio as well.↩
Publised book Data Science: Theories, Models, Algorithms, and Analytics - Sanjiv Ranjan Das (2017-03-24).↩
The pips difference for USD/JPY different with others. Thereore there will need to compare among currencies (if generated higher ROI than normal Kelly model).↩
Here I will conducting another research for financial betting.↩
The odds price offered by operators do not same with the probabilities of the result, similar with the exchange rate offered by different operators will be difference as well.↩

binary.com Interview Question I - Tick-Data-HiLo For Daily Trading (Blooper)

®γσ, Lian Hu ®

2018-08-05